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

DOI10.1016/j.econlet.2014.12.031zbMath1378.62144MaRDI 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 effects; panel data; LM test; probit

Mathematics Subject Classification ID

62P20: Applications of statistics to economics