Five diagnostic tests for unobserved cluster effects

DOI10.1080/03610918.2010.489170MaRDI QIDQ3589999zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1687000 (Why is no real title available?)
• scientific article; zbMATH DE number 45877 (Why is no real title available?)
• 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
• Econometric analysis of cross section and panel data.
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• On Two Measures of Unbalancedness in a One‐Way Model and Their Relation to Efficiency
• Robustness of tests for error components models to non-normality
• Testing panel data regression models with spatial error correlation.
• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• The asymptotic distribution of the F‐test statistic for individual effects

Cited in

(1)

• On the power of the test for cluster bias

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