Test of random versus fixed effects with small within variation

DOI10.1016/J.ECONLET.2011.05.018MaRDI QIDQ1942936zbMATH OpenOpenAlexFDO

Authors Jinyong Hahn, John C. Ham, Hyungsik Roger Moon

Publication date 14 March 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2011.05.018

zbMATH Keywords

bootstrapHausman testwithin variation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• Panel Data and Unobservable Individual Effects
• Real Analysis and Probability
• Some asymptotic theory for the bootstrap
• Specification Tests in Econometrics

Cited in

(8)

• Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test
• On tests for group variation with a small to moderate number of groups
• A Stein-like estimator for linear panel data models
• Fixed effects, random effects or Hausman-Taylor: a pretest estimator
• When can random effects be treated as fixed effects for computing a test statistic for a linear hypothesis?
• Detecting treatment effects with small samples: the power of some tests under the randomization model
• Fixed vs random: the Hausman test four decades later
• Specification test in panel ordered response models

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