A lagrange multiplier test for the error components model with incomplete panels

DOI10.1080/07474939008800180zbMath0726.62174OpenAlexW2025678866MaRDI QIDQ3350611

Q. Li, Badi H. Baltagi

Publication date: 1990

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939008800180

zbMATH Keywords

additive structureLagrange multiplier testerror components modelBreusch and Pagan testincomplete panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Unbalanced panel data: a survey ⋮ Hausman-type tests for individual and time effects in the panel regression model with incomplete data ⋮ Test of random effects with incomplete panel data. ⋮ A moment-based test for individual effects in the error component model with incomplete panels ⋮ Five Diagnostic Tests for Unobserved Cluster Effects

Cites Work

• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Alternative Tests of the Error Components Model
• Maximum-likelihood estimation for the mixed analysis of variance model
• Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation

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