An LM test based on generalized residuals for random effects in a nonlinear model

DOI10.1016/J.ECONLET.2014.12.031zbMath1378.62144OpenAlexW1977039938MaRDI QIDQ498830

Yong-Cai Geng, Sumit K. Garg

Publication date: 29 September 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.12.031

zbMATH Keywords

random effectspanel dataLM testprobit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Residual analysis in the grouped and censored normal linear model
• Generalised residuals
• Specification testing when score test statistics are identically zero
• Testing for Neglected Heterogeneity
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis

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