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
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