Hahn and Hausman (2002) developed a test for the validity of instrumental variables which jointly addresses exogeneity and strength. 我想问下各位有没有做过这个test (Hahn Hausman test), 用SAS怎么实现呢? 注意不是Hausman test (即,Wu-Hausman test). 请指教,非常感谢.
Reference:
Hahn, J., Hausman, J., 2002. A New Specification Test for the Validity of Instrumental Variables. Econometrica 70, 163-189.