How can I use the Hausman test with proc nlmixed

john1111 — Fri, 09 Feb 2018 13:32:44 GMT

I have two SAS proc nlmixed procedures the difference is that they have different Likelihood functions.

My question is that how can I use Hausman test to examines if there is a significant difference between two models.

My logic is this (May not be helpful)...

"A more efficient model,A against a less efficient (regular) but consistent model. The idea is to make sure that the more efficient model also gives consistent results. Under the null hypothesis of this test, the estimated
coefficients (Bo and B1) from A are consistent only if Bo (regular model) is efficient, while under the alternative hypothesis B1 (A model) is consistent."

Re: How can I use the Hausman test with proc nlmixed

Rick_SAS — Thu, 15 Feb 2018 10:56:11 GMT

There are lots of threads that indicate that Hausman test is used in time series. FOr example, see

https://communities.sas.com/t5/SAS-Statistical-Procedures/Running-Hausman-test-to-compare-2SLS-and-OLS-models/m-p/158351/highlight/true#M8268

and

https://communities.sas.com/t5/SAS-Communities-Library/Tip-Fixed-vs-Random-Effects-in-Panel-Data/ta-p/223385

Moving this post to the EtS community to see if those experts can offer advice.

topic Re: How can I use the Hausman test with proc nlmixed in SAS Forecasting and Econometrics

How can I use the Hausman test with proc nlmixed

Re: How can I use the Hausman test with proc nlmixed