The Hausman Test Statistic can be Negative even Asymptotically

By Sven Schreiber. 2008

69 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/33f8f1e06d3a16474856f2652ce7bbfa0b20d5de

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In Economics and Econometrics

1. Daniel M. McNeish
2. Laura M. Stapleton
3. Milica Miočević
4. R. van de Schoot

Citations in the corpus

• Modeling Clustered Data with Very Few Clusters (2016, methodology): “Furthermore, the ubiquitous Hausman specification test (Hausman, 1978) that is commonly used to assess the tenability of random effect model violations encounters problems with small sample sizes (Schreiber, 2008; Sheytanova, 2014).”
• Do energy efficiency policies save energy? A new approach based on energy policy indicators (in the EU Member States) (2020, unknown): “However, following Schreiber (2008) who is sceptical about this recommendation, we also considered the absolute value of the statistic, which is equal to 2.15 (p-value 0.03): this would marginally reject H 0 for the Industry sector.”