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Merge the two (there's nothing in the other one) and I find it funny that it's too technical for a general audience. Well, no duh. The
Hausman test is a comparison of a fixed effects vs random effects model. I'm a 3rd year PhD student in economics and I barely understand it. Somethings will never
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In virtually every place I've encountered this test, it is ubiquitously known as the
Hausman-Wu test. See the reference: Wu, D. Min (1973). Alternative Tests of Independence Between Stochastic Regressors and Disturbances. Econometrica, 41, 733-750. This predates Hausman by about 5 years, and in fact
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it's correct, just confusing the way it's worded. the covariance it's referencing is cov(q,b1), i.e. "covariance of an efficient estimator with its difference from an inefficient estimator is zero" ... b1 is the efficient estimator, b0 is the inefficient estimator, and q=b0-b1. the proof is in the
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Just do a Google search for Wu-Hausman test or
Hausman-Wu test. Basically every serious academic source includes Wu somewhere in the name. It's so ubiquitous that I wouldn't even know where to start with a "source" that calls it that ... try any econometrics article in the last 10 years that calls
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Merge. But "Somethings will never be accessible to a "general audience". " ... the article needs more context, and an explanation of where the variance matrix is supposed to come from ... and something to distinguish is from other test statistics of a similar form: see for example
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Sign of variance changes after applying "covariance is 0". Couldn't find a reference myself to fix it at the generality level of the article though.
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are not needed as long as one of them is decidedly more efficient than the other — correct me if I'm wrong. They both estimate b in
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The point is that there are no immediate citation in the article to any such usage, or to meet the requiremnents of
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for use of the test. For example, just look at the hits for Wu-Hausman test when searching Google books:
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It would be much more meaningful if you gave sources that actually use the term "Wu-Hausman test".
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on
Knowledge. If you would like to participate, please visit the project page, where you can join
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Knowledge. If you would like to participate, please visit the project page, where you can join
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This comment was made in 2015 so I believe it has been fixed sometime in the last seven years.
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Most papers just refer to it this way since it is stated this way in most books.
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It really should be merged. Or, even better, deleted, as it barely makes sense.
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This has been fixed now. The page title is now Durbin-Wu-Hausman test.
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I have seen this called the Wu-Hausman test in many places.
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I don't speak econese, but is this the same thing as
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