Hello everyone,

I am Using Stata in my research. I applied 2 regressions ( regression 1 is OLS with time dummies, regression 2 is OLS with time + industry dummies). I would like to apply the Hausman specification to identify the best estimator.


actually, I am confused about the Hausman specification test. is it the Drubin -Wu-Hausman (DWH) test?? for what purpose this test is applied? and how I can apply it in Stata?

thank you so much for your kind support.

Faisal