Hausman specification test HAUSMAN option in the FIT statement in SAS/ETS PROC MODEL. The Hausman test for the IIA (Independence of Irrelevant Alternatives) assumption can be performed using %IIA macro available in the PROC MDC documentation exampleHausman's Specification and Likelihood Ratio Tests.
The Hausman test statistic comparing random effects and fixed effects with panel data, is computed using parameters estimates and their covariance matrix estimates from both random effects model estimates and fixed effects model estimates. So you get this test directly when you specify a random effects model in the procedure. In computing this test statistic, the procedure also needs to estimate the corresponding fixed effects model internally to obtain parameter estimates and their covariance matrix estimates, then compute the Hausman test statistic using the formula discussed here:
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