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Table 3 Summary statistics test for selecting the best estimator.

From: Are smokers rational addicts? Empirical evidence from the Indonesian Family Life Survey

 

All sample

Male

Female

 

Statistics:

P -val

Statistics:

P -val

Statistics:

P -val

Endogeneity test:

         

   a. Lagged and lead consumption

         

Wu-Hausman

F(2,1775):

3.5

0.031

F(2,1711):

2.8

0.061

F(2,56):

3.32

0.043

Durbin-Wu-Hausman

Chi2(2):

6.9

0.031

Chi2(2):

5.6

0.061

Chi2(2):

6.79

0.034

   b. Only lagged consumption

         

Wu-Hausman

F(1,1776):

5.1

0.031

F(1,1712):

3.6

0.057

F(1,57):

0.00

0.983

Durbin-Wu-Hausman

Chi2(1):

5.1

0.031

Chi2(1):

3.6

0.056

Chi2(1):

0.00

0.982

   c. Only lead consumption

         

Wu-Hausman

F(1,1776):

0.2

0.637

F(1,1712):

0.2

0.636

F(1,57):

6.12

0.016

Durbin-Wu-Hausman

Chi2(1):

0.2

0.636

Chi2(1):

0.2

0.635

Chi2(1):

6.21

0.013

Heteroskedasticity test(s):

         

   Pagan-Hall general test

Chi2(11):

15.5

0.159

Chi2(11):

16.2

0.133

Chi2(11):

9.05

0.618

   Pagan-Hall test w/assumed normality

Chi2(11):

34.1

0.000

Chi2(11):

36.7

0.000

Chi2(11):

7.69

0.741

   White/Koenker nR2 test

Chi2(11):

16.4

0.128

Chi2(11):

17.0

0.107

Chi2(11):

17.00

0.108

   Breusch-Pagan/Godfrey/Cook-Weisberg

Chi2(11):

36.9

0.000

Chi2(11):

39.8

0.000

Chi2(11):

13.44

0.265

Overidentifying restrictions test:

         

   Sargan N*R-sq (2SLS)

Chi2(6):

8.7

0.192

Chi2(6):

10.4

0.108

Chi2(6):

0.96

0.987

   Basmann test (2SLS)

Chi2(6):

8.7

0.193

Chi2(6):

10.4

0.108

Chi2(6):

0.79

0.992

   Hansen J (GMM)

Chi2(6):

8.0

0.237

Chi2(6):

9.8

0.132

Chi2(6):

1.07

0.983

   Hansen J (GMM-system)

Chi2(33):

20.1

0.962

Chi2(33):

21.7

0.934

Chi2(33):

8.53

1.000

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Harm Reduction Journal

ISSN: 1477-7517