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Exogeneity: Wu-Hausman and Sargan Tests in R Video

Last Update: March 24, 2022

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For learning this concept, you can view my online video tutorial: Exogeneity: Wu-Hausman and Sargan Tests in R.

Video Code

1. Package

library(AER)

2. Data

data(HousePrices)

3. Model

mlr1 <- lm(formula = price ~ lotsize + bedrooms, data = HousePrices)

4. Exogeneity

Two Stage Least Squares

mlr2 <- ivreg(formula = price ~ lotsize + bedrooms | bedrooms + driveway +
                garage, data = HousePrices)

Wu-Hausman (Wooldridge) and Sargan Tests

summary(object = mlr2, diagnostics = TRUE)

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For more details on this concept, you can view my Linear Regression in R Course.

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