The Sensitivity of Some General Checks to Omitted Variables in the Linear Model

DOI10.2307/2527066zbMath0803.62097OpenAlexW2099460045MaRDI QIDQ4301666

Chris D. Orme, Leslie G. Godfrey

Publication date: 14 August 1994

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527066

zbMATH Keywords

asymptotic analysislinear modelsmisspecification testsinformation matrix testtest for heteroskedasticitytesting for normality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (5)

How effective are the reset tests for omitted variables ⋮ Some results on the Glejser and Koenker tests for heteroskedasticity ⋮ A misspecification test for beta prime regression models ⋮ Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models ⋮ On improving the robustness and reliability of Rao's score test

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