Testing for random individual effects using recursive residuals

DOI10.1080/07474939608800358zbMath0893.62050OpenAlexW2091423925MaRDI QIDQ4355139

Young-Jae Chang, Badi H. Baltagi

Publication date: 24 August 1998

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

Full work available at URL: https://doi.org/10.1080/07474939608800358

zbMATH Keywords

fixed effectsF-testanalysis of varianceLagrange multiplier testrecursive residuals

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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