Conditional assessment of the impact of a Hausman pretest on confidence intervals

DOI10.1111/STAN.12109zbMath1528.62084arXiv1511.08291MaRDI QIDQ6088219

Rheanna Mainzer, Paul V. Kabaila, Davide Farchione

Publication date: 13 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.08291

zbMATH Keywords

longitudinal datacoverage probabilityclustered dataconditional inferencerandom effects modelmultilevel modelfixed effects model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25)

Related Items (1)

THE EFFECT OF A PRELIMINARY HAUSMAN TEST ON CONFIDENCE INTERVALS

Cites Work

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• The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
• Fisher and regression
• Applied Econometrics Using the SAS® System
• Specification Tests in Econometrics
• Regressor and random‐effects dependencies in multilevel models
• Principles of Statistical Inference

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