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Title: ENH: Add Hausman specification test by eirki · Pull Request #249 · bashtage/linearmodels · GitHub

Open Graph Title: ENH: Add Hausman specification test by eirki · Pull Request #249 · bashtage/linearmodels

X Title: ENH: Add Hausman specification test by eirki · Pull Request #249 · bashtage/linearmodels

Description: Additional linear models including instrumental variable and panel data models that are missing from statsmodels. - ENH: Add Hausman specification test by eirki · Pull Request #249 · bashtage/linearmodels

Open Graph Description: This adds the Hausman specification test, commonly used to choose between a fixed effects model and a random effects model. The function includes the options include_constant, sigmamore, and sigmal...

X Description: This adds the Hausman specification test, commonly used to choose between a fixed effects model and a random effects model. The function includes the options include_constant, sigmamore, and sigmal...

Opengraph URL: https://github.com/bashtage/linearmodels/pull/249

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Feb 27, 2020https://github.com/bashtage/linearmodels/pull/249#issue-571963632
function calculating an alternative covariancehttps://github.com/bashtage/linearmodels/compare/master...eirki:hausman_specification_test?expand=1#diff-43529da615ddaea5e9d96ce2e5a647ecR1057
covariance estimationhttps://github.com/bashtage/linearmodels/blob/master/linearmodels/panel/covariance.py
Please reload this pagehttps://github.com/bashtage/linearmodels/pull/249
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February 27, 2020 10:45https://github.com/bashtage/linearmodels/pull/249#commits-pushed-25070d0
https://github.com/eirki
ENH: Add Hausman specification testhttps://github.com/bashtage/linearmodels/pull/249/commits/25070d0f215a15d4c4e8145ca0ff8524f8eeeda3
25070d0https://github.com/bashtage/linearmodels/pull/249/commits/25070d0f215a15d4c4e8145ca0ff8524f8eeeda3
https://github.com/eirki
Hausman: remove uneeded cov calculationshttps://github.com/bashtage/linearmodels/pull/249/commits/b0104dec5b46167449782faed1f0acee85237010
b0104dehttps://github.com/bashtage/linearmodels/pull/249/commits/b0104dec5b46167449782faed1f0acee85237010
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Hausman: raise error if clustered/robust cov. Formatting changes.https://github.com/bashtage/linearmodels/pull/249/commits/29bb00cf5578b99843a752b005a11fb5e0d25b86
29bb00chttps://github.com/bashtage/linearmodels/pull/249/commits/29bb00cf5578b99843a752b005a11fb5e0d25b86
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Feb 28, 2020https://github.com/bashtage/linearmodels/pull/249#issuecomment-592473378
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https://github.com/eirki
Wu-Hausman: move to RandomEffectsResults method. Renamehttps://github.com/bashtage/linearmodels/pull/249/commits/25bb7e4a3d6ca34945f6bc0c007123ceec49d7d9
25bb7e4https://github.com/bashtage/linearmodels/pull/249/commits/25bb7e4a3d6ca34945f6bc0c007123ceec49d7d9
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Feb 28, 2020https://github.com/bashtage/linearmodels/pull/249#issuecomment-592521844
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February 28, 2020 16:10https://github.com/bashtage/linearmodels/pull/249#commits-pushed-4929c0c
https://github.com/eirki
Wu-Hausman: Test results against pre-calculated valueshttps://github.com/bashtage/linearmodels/pull/249/commits/4929c0c65dbeb1ce55360bee25649f4c5e1b7cfd
4929c0chttps://github.com/bashtage/linearmodels/pull/249/commits/4929c0c65dbeb1ce55360bee25649f4c5e1b7cfd
https://github.com/eirki
Wu-Hausman: Omit from RandomEffectsResults access testhttps://github.com/bashtage/linearmodels/pull/249/commits/1e9ba40bd82a787ea4c85fd8b7e333dd9a99858d
1e9ba40https://github.com/bashtage/linearmodels/pull/249/commits/1e9ba40bd82a787ea4c85fd8b7e333dd9a99858d
https://github.com/eirki
Wu-Hausman: Remove sqrt warning assertion from testhttps://github.com/bashtage/linearmodels/pull/249/commits/d91465ae7c21576a2bc6834227fabe4caff65004
d91465ahttps://github.com/bashtage/linearmodels/pull/249/commits/d91465ae7c21576a2bc6834227fabe4caff65004
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April 28, 2020 11:10https://github.com/bashtage/linearmodels/pull/249#commits-pushed-70a50ef
https://github.com/eirki
Wu-Hausman: Include p-values in testshttps://github.com/bashtage/linearmodels/pull/249/commits/70a50ef57975ddb473714da9596aea60f37de433
70a50efhttps://github.com/bashtage/linearmodels/pull/249/commits/70a50ef57975ddb473714da9596aea60f37de433
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Remove unused importhttps://github.com/bashtage/linearmodels/pull/249/commits/3bf7264172293d271183e29925e79ba4c5299a93
3bf7264https://github.com/bashtage/linearmodels/pull/249/commits/3bf7264172293d271183e29925e79ba4c5299a93
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Apr 28, 2020https://github.com/bashtage/linearmodels/pull/249#issuecomment-620558353
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