Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data

DOI10.1016/j.jeconom.2014.09.002zbMath1332.62308OpenAlexW2102765876MaRDI QIDQ473354

Federico Belotti, Franco Peracchi, Francesco Bartolucci

Publication date: 24 November 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.09.002

zbMATH Keywords

longitudinal datageneralized linear modelsfixed-effectsHausman-type testshealth and retirement studyself-reported health

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Related Items (1)

Random-intercept misspecification in generalized linear mixed models for binary responses

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