Properties of Honda's test of random individual effects in non-linear regressions

DOI10.1007/S00362-002-0096-9zbMath1020.62053OpenAlexW2050446313MaRDI QIDQ1402930

Erling Häggström

Publication date: 31 August 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-002-0096-9

zbMATH Keywords

score testerror component modelnonlinear least squares

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Cites Work

• Monte Carlo results on several new and existing tests for the error component model
• Testing for random individual and time effects using a Gauss-Newton regression
• Tests of Homogeneity for Generalized Linear Models
• Testing the Error Components Model with Non-Normal Disturbances
• Panel Data and Unobservable Individual Effects
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Adaptation of honda's one–sided test of random effects to repeated measurements experiments
• Locally optimal one-sided tests for multiparameter hypotheses
• Alternative Tests of the Error Components Model
• On asymptotic tests of composite hypotheses in nonstandard conditions
• On the Distribution of the Likelihood Ratio
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