Alternative Tests of the Error Components Model

DOI10.2307/1911059zbMath0684.62079OpenAlexW2043196607MaRDI QIDQ4734645

William C. Randolph, Brent R. Moulton

Publication date: 1989

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911059

zbMATH Keywords

critical valuesF-testLagrange multiplier test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (29)

Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model ⋮ Robustness of tests for error components models to non-normality ⋮ Unbalanced panel data: a survey ⋮ Hausman-type tests for individual and time effects in the panel regression model with incomplete data ⋮ Hypothesis testing in the presence of nuisance parameters ⋮ Misspecified heterogeneity in panel data models ⋮ Information criteria in identifying regression models ⋮ Properties of Honda's test of random individual effects in non-linear regressions ⋮ Testing panel data regression models with spatial error correlation. ⋮ Testing for random individual effects using recursive residuals ⋮ Testing for random effects in panel models with spatially correlated disturbances ⋮ Hypothesis testing based on a vector of statistics ⋮ Maximal invariant likelihood based testing of semi-linear models ⋮ A standardized test for the error components model with the two-way layout ⋮ A moment-based test for individual effects in the error component model with incomplete panels ⋮ Unnamed Item ⋮ A monotonic property for iterative GLS in the two-way random effects model ⋮ Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test ⋮ Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels ⋮ Monte Carlo results on several new and existing tests for the error component model ⋮ Tests for random time effects and spatial error correlation in panel regression models ⋮ Five Diagnostic Tests for Unobserved Cluster Effects ⋮ A lagrange multiplier test for the error components model with incomplete panels ⋮ Determining individual or time effects in panel data models ⋮ SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL ⋮ Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters ⋮ The asymptotic distribution of the F‐test statistic for individual effects ⋮ Estimation and testing of regression disturbances based on modified likelihood functions ⋮ Adaptation of honda's one–sided test of random effects to repeated measurements experiments

This page was built for publication: Alternative Tests of the Error Components Model