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list (version 9.2.6)

ict.hausman.test: Hausman Specification Test for Two List Experiment Regression Fit Objects

Description

Hausman Specification Test for Two List Experiment Regression Fit Objects

Usage

ict.hausman.test(ml, nls, abs = FALSE, psd = FALSE)

Value

List containing Hausman statistic, p-value, and the degrees of freedom of the test.

Arguments

ml

Maximum likelihood model fit, for example from ictreg(method = "ml")

nls

NLS model fit, for example from ictreg(method = "nls")

abs

Flag to override error when Hausman statistic is negative, which may indicate misspecification. Set to FALSE to override.

psd

Flag to override error when variance-covariance difference is non-positive semidefinite, suggesting misspecification. Set to TRUE to override.