{"id":"https://openalex.org/W4281769852","doi":"https://doi.org/10.31390/gradschool_dissertations.936","title":"The Hausman test, and some alternatives, with heteroskedastic data","display_name":"The Hausman test, and some alternatives, with heteroskedastic data","publication_year":2006,"publication_date":"2006-11-03","ids":{"openalex":"https://openalex.org/W4281769852","doi":"https://doi.org/10.31390/gradschool_dissertations.936"},"language":"en","primary_location":{"id":"doi:10.31390/gradschool_dissertations.936","doi":"https://doi.org/10.31390/gradschool_dissertations.936","is_oa":true,"landing_page_url":"https://doi.org/10.31390/gradschool_dissertations.936","pdf_url":"https://repository.lsu.edu/cgi/viewcontent.cgi?article=1935&context=gradschool_dissertations","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Louisiana State University and Agricultural and Mechanical College","raw_type":"dissertation"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://repository.lsu.edu/cgi/viewcontent.cgi?article=1935&context=gradschool_dissertations","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061161069","display_name":"Viera Chmelarova","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I121820613","display_name":"Louisiana State University","ror":"https://ror.org/05ect4e57","country_code":"US","type":"education","lineage":["https://openalex.org/I121820613"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Chmelarova, Viera","raw_affiliation_strings":["Louisiana State University and Agricultural and Mechanical College"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Louisiana State University and Agricultural and Mechanical College","institution_ids":["https://openalex.org/I121820613"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5061161069"],"corresponding_institution_ids":["https://openalex.org/I121820613"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":25,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10845","display_name":"Advanced Causal Inference Techniques","score":0.6137999892234802,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10845","display_name":"Advanced Causal Inference Techniques","score":0.6137999892234802,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.1876000016927719,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.0771000012755394,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hausman-test","display_name":"Hausman test","score":0.9980000257492065},{"id":"https://openalex.org/keywords/endogeneity-testing","display_name":"endogeneity testing","score":0.8370000123977661},{"id":"https://openalex.org/keywords/model-misspecification","display_name":"model misspecification","score":0.7889999747276306},{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"heteroscedasticity","score":0.9959999918937683},{"id":"https://openalex.org/keywords/robust-standard-errors","display_name":"robust standard errors","score":0.9539999961853027},{"id":"https://openalex.org/keywords/wild-bootstrap","display_name":"wild bootstrap","score":0.7260000109672546},{"id":"https://openalex.org/keywords/weak-instruments","display_name":"weak instruments","score":0.8199999928474426},{"id":"https://openalex.org/keywords/count-data-modeling","display_name":"count data models","score":0.8859999775886536},{"id":"https://openalex.org/keywords/estimator-efficiency","display_name":"estimator efficiency","score":0.4099999964237213},{"id":"https://openalex.org/keywords/monte-carlo-simulation","display_name":"Monte Carlo simulation","score":0.5289999842643738}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.8712646961212158},{"id":"https://openalex.org/C58980837","wikidata":"https://www.wikidata.org/wiki/Q1372876","display_name":"Hausman test","level":4,"score":0.8338862657546997},{"id":"https://openalex.org/C207609745","wikidata":"https://www.wikidata.org/wiki/Q4944086","display_name":"Bootstrapping (finance)","level":2,"score":0.8206340074539185},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7144749760627747},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.665336012840271},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.539245069026947},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4732925295829773},{"id":"https://openalex.org/C44970651","wikidata":"https://www.wikidata.org/wiki/Q17014030","display_name":"Fixed effects model","level":3,"score":0.173656165599823},{"id":"https://openalex.org/C6422946","wikidata":"https://www.wikidata.org/wiki/Q857354","display_name":"Panel data","level":2,"score":0.1669040322303772}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.31390/gradschool_dissertations.936","doi":"https://doi.org/10.31390/gradschool_dissertations.936","is_oa":true,"landing_page_url":"https://doi.org/10.31390/gradschool_dissertations.936","pdf_url":"https://repository.lsu.edu/cgi/viewcontent.cgi?article=1935&context=gradschool_dissertations","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Louisiana State University and Agricultural and Mechanical College","raw_type":"dissertation"},{"id":"pmh:oai:digitalcommons.lsu.edu:gradschool_dissertations-1935","doi":null,"is_oa":true,"landing_page_url":"https://digitalcommons.lsu.edu/gradschool_dissertations/936","pdf_url":"https://digitalcommons.lsu.edu/cgi/viewcontent.cgi?article=1935&context=gradschool_dissertations","source":{"id":"https://openalex.org/S4210169993","display_name":"Civil War Book Review","issn_l":"1528-6592","issn":["1528-6592"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310315936","host_organization_name":"Louisiana State University","host_organization_lineage":["https://openalex.org/P4310315936"],"host_organization_lineage_names":["Louisiana State University"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"LSU Doctoral Dissertations","raw_type":"text"},{"id":"pmh:oai:repository.lsu.edu:gradschool_dissertations-1935","doi":null,"is_oa":false,"landing_page_url":"https://repository.lsu.edu/gradschool_dissertations/936","pdf_url":null,"source":{"id":"https://openalex.org/S4210169993","display_name":"Civil War Book Review","issn_l":"1528-6592","issn":["1528-6592"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310315936","host_organization_name":"Louisiana State University","host_organization_lineage":["https://openalex.org/P4310315936"],"host_organization_lineage_names":["Louisiana State University"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"LSU Doctoral Dissertations","raw_type":"text"}],"best_oa_location":{"id":"doi:10.31390/gradschool_dissertations.936","doi":"https://doi.org/10.31390/gradschool_dissertations.936","is_oa":true,"landing_page_url":"https://doi.org/10.31390/gradschool_dissertations.936","pdf_url":"https://repository.lsu.edu/cgi/viewcontent.cgi?article=1935&context=gradschool_dissertations","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Louisiana State University and Agricultural and Mechanical College","raw_type":"dissertation"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4281769852.pdf","grobid_xml":"https://content.openalex.org/works/W4281769852.grobid-xml"},"referenced_works_count":72,"referenced_works":["https://openalex.org/W122059025","https://openalex.org/W1121328850","https://openalex.org/W1517270740","https://openalex.org/W1528134887","https://openalex.org/W1545366565","https://openalex.org/W1605347492","https://openalex.org/W1967154051","https://openalex.org/W1972048474","https://openalex.org/W1974025513","https://openalex.org/W1980412904","https://openalex.org/W1984935883","https://openalex.org/W1985199657","https://openalex.org/W1993005817","https://openalex.org/W1993663963","https://openalex.org/W2009067475","https://openalex.org/W2011157928","https://openalex.org/W2012113315","https://openalex.org/W2016658847","https://openalex.org/W2017214867","https://openalex.org/W2017862514","https://openalex.org/W2019880141","https://openalex.org/W2023446281","https://openalex.org/W2023949384","https://openalex.org/W2024927753","https://openalex.org/W2028402938","https://openalex.org/W2031660213","https://openalex.org/W2037211155","https://openalex.org/W2040385951","https://openalex.org/W2042083033","https://openalex.org/W2043967969","https://openalex.org/W2050561526","https://openalex.org/W2051726817","https://openalex.org/W2067394646","https://openalex.org/W2071346964","https://openalex.org/W2072377647","https://openalex.org/W2072493933","https://openalex.org/W2073767066","https://openalex.org/W2074015343","https://openalex.org/W2074850605","https://openalex.org/W2075605684","https://openalex.org/W2089729726","https://openalex.org/W2090812046","https://openalex.org/W2091020207","https://openalex.org/W2093272448","https://openalex.org/W2100440978","https://openalex.org/W2109415218","https://openalex.org/W2112352537","https://openalex.org/W2113670824","https://openalex.org/W2122480349","https://openalex.org/W2123750251","https://openalex.org/W2143856073","https://openalex.org/W2145168921","https://openalex.org/W2148897567","https://openalex.org/W2153763468","https://openalex.org/W2160015004","https://openalex.org/W2165144879","https://openalex.org/W2168086868","https://openalex.org/W2170007391","https://openalex.org/W2171074864","https://openalex.org/W2260859552","https://openalex.org/W3121509317","https://openalex.org/W3121631378","https://openalex.org/W3123053372","https://openalex.org/W3123883419","https://openalex.org/W3125601827","https://openalex.org/W3125855424","https://openalex.org/W4230173782","https://openalex.org/W4292402584","https://openalex.org/W4396574369","https://openalex.org/W6640894657","https://openalex.org/W6676368221","https://openalex.org/W6790298415"],"related_works":["https://openalex.org/W4387504071","https://openalex.org/W2085103888","https://openalex.org/W2371558375","https://openalex.org/W2027180289","https://openalex.org/W1502501445","https://openalex.org/W3126143752","https://openalex.org/W2023446281","https://openalex.org/W7100053549","https://openalex.org/W7096626082","https://openalex.org/W2168838864"],"abstract_inverted_index":{"The":[0],"Hausman":[1,79],"test":[2,11,26,46,81,110,169,200,206,223,282],"is":[3,15,38,100,170,185,202,207,250,268],"used":[4,133],"in":[5,34,111,134,155,163,242,256],"applied":[6],"economic":[7],"work":[8],"as":[9,24,148],"a":[10,25,35,108,149,156,178,217,251],"of":[12,19,27,44,52,67,129,233,236],"misspecification.":[13],"It":[14],"most":[16],"commonly":[17],"thought":[18],"(wrongly":[20],"some":[21,51,225],"would":[22],"say)":[23],"whether":[28],"one":[29,83],"or":[30,124,137],"more":[31],"explanatory":[32],"variables":[33],"regression":[36,118],"model":[37,265],"endogenous.":[39],"There":[40],"are":[41,94,189],"several":[42],"versions":[43],"the":[45,58,63,68,73,77,89,96,126,130,135,167,195,205,212,220,231,271,281,288,293],"available":[47],"with":[48,194,258],"modern":[49],"software,":[50],"them":[53,147],"suggesting":[54],"opposite":[55],"conclusions":[56],"about":[57],"null":[59,90],"hypothesis.":[60,91],"We":[61,151,160,228],"explore":[62],"size":[64],"and":[65,119,145,216,287],"power":[66],"alternative":[69],"tests":[70],"to":[71,85,142,209],"find":[72],"best":[74,294],"option.":[75],"Secondly,":[76],"usual":[78],"contrast":[80],"requires":[82],"estimator":[84,99,182,215,291],"be":[86,300],"efficient":[87],"under":[88],"If":[92,187,204],"data":[93,273],"heteroskedastic,":[95],"least":[97,213,221],"squares":[98,214],"no":[101,199],"longer":[102],"efficient.":[103],"Options":[104],"for":[105,247],"carrying":[106],"out":[107],"Hausman-like":[109],"this":[112],"case":[113],"include":[114],"estimating":[115,146],"an":[116,173],"artificial":[117,174],"using":[120,177,283],"robust":[121,179],"standard":[122],"errors,":[123],"bootstrapping":[125,249],"covariance":[127,180],"matrix":[128,181],"two":[131,143],"estimators":[132,144],"contrast,":[136],"stacking":[138],"moment":[139,285],"conditions":[140,286],"leading":[141],"system.":[150],"examine":[152],"these":[153,165],"options":[154],"Monte":[157,276],"Carlo":[158,277],"experiment.":[159],"conclude":[161],"that":[162,241,280],"both":[164],"cases":[166],"preferred":[168],"based":[171],"on":[172],"regression,":[175],"perhaps":[176],"if":[183],"heteroskedasticity":[184,267],"suspected.":[186],"instruments":[188],"weak":[190,259],"(not":[191],"highly":[192],"correlated":[193],"endogenous":[196],"regressors),":[197],"however,":[198],"procedure":[201],"reliable.":[203],"designed":[208],"choose":[210],"between":[211],"consistent":[218],"alternative,":[219],"desirable":[222],"has":[224,292],"positive":[226],"aspects.":[227],"also":[229],"investigate":[230],"impact":[232],"various":[234],"types":[235],"bootstrapping.":[237,304],"Our":[238,275],"results":[239],"suggest":[240],"large":[243],"samples,":[244],"wild":[245],"(correcting":[246],"heteroskedasticity)":[248],"slight":[252],"improvement":[253],"over":[254],"asymptotics":[255],"models":[257],"instruments.":[260],"Lastly,":[261],"we":[262],"consider":[263],"another":[264],"where":[266],"present":[269],"-":[270],"count":[272],"model.":[274],"experiment":[278],"shows":[279],"stacked":[284],"second":[289],"round":[290],"performance,":[295],"but":[296],"which":[297],"could":[298],"still":[299],"improved":[301],"upon":[302],"by":[303]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2022-06-13T00:00:00"}