Five diagnostic tests for unobserved cluster effects

DOI10.1080/03610918.2010.489170zbMATH Open1203.62113OpenAlexW2094979060MaRDI QIDQ3589999FDOQ3589999

Authors: Jielai Ma, Wim P. M. Vijverberg 

Publication date: 17 September 2010

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.489170

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zbMATH Keywords

random effectspanel econometricsstatistical testcluster effects

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

• Testing panel data regression models with spatial error correlation.
• Econometric analysis of cross section and panel data.
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Title not available (Why is that?)
• On Two Measures of Unbalancedness in a One‐Way Model and Their Relation to Efficiency
• The asymptotic distribution of the F‐test statistic for individual effects
• Robustness of tests for error components models to non-normality
• Testing the Error Components Model with Non-Normal Disturbances
• Title not available (Why is that?)
• A Note on a Random Coefficients Model
• A lagrange multiplier test for the error components model with incomplete panels
• Alternative Tests of the Error Components Model
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model

Cited In (1)

• On the power of the test for cluster bias

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