计量经济学的书啊，或者查他们的文章

google是最好的老师啊

就是通常说的Hausman检验。看看随便一本中级计量的书，都有说明的

"Econometric Theory and Methods", I posted here last month, is a very good textbook in explaination DWH test. You can download it and read chapter8 (chap 8.7).

老师，您好，我在检测lnsr是否存在内生性的过程中，进行了如下回归：
reg    lnxf   lnsr  you old pop lninf
estimates  store  ols
ivregress   2sls  lnxf   you old pop lninf  (  lnsr=  lnf   )
estimates   store iv


. hausman  iv  ols,  constant  sigmamore

Note: the rank of the differenced variance matrix (3) does not equal the number of coefficients being
        tested (4); be sure this is what you expect, or there may be problems computing the test.
        Examine the output of your estimators for anything unexpected and possibly consider scaling your
        variables so that the coefficients are on a similar scale.

                 ---- Coefficients ----
             |      (b)          (B)            (b-B)     sqrt(diag(V_b-V_B))
             |       iv          ols         Difference          S.E.
-------------+----------------------------------------------------------------
        lnsr |    3.548807     .3330421        3.215765         5.27595
         old |     .008242     .0057248        .0025171               .
       lninf |    .0068528     .0576194       -.0507665        .0832902
       _cons |   -.2250452      .055597       -.2806422         .460436
------------------------------------------------------------------------------
                       b = consistent under Ho and Ha; obtained from ivregress
          B = inconsistent under Ha, efficient under Ho; obtained from regress

    Test:  Ho:  difference in coefficients not systematic

                  chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                          =        0.37
                Prob>chi2 =      0.9461
                (V_b-V_B is not positive definite)


estat  endogenous

  Tests of endogeneity
  Ho: variables are exogenous

  Durbin (score) chi2(1)          =  .379412  (p = 0.5379)
  Wu-Hausman F(1,234)             =  .370512  (p = 0.5433)

最后的命令用了Durbin-Wu-Hausman 内生性检验，其他论文只给出了
Durbin-Wu-Hausman 内生性检验 8.281[0.004]，
但是我的结果显示了Durbin (score) chi2(1)和 Wu-Hausman F(1,234)两个值？？？