Alternative approaches to testing by variable addition

DOI10.1080/07474930008800470MaRDI QIDQ4493481zbMATHOpenAlexFDO

Authors Michael R. Veall, L. G. Godfrey

Publication date 20 November 2000

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474930008800470

zbMATH Keywords

bootstrapmodel specificationcritical valuesspecification errorsvariable addition test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(9)

• Achievements and challenges in econometric methodology
• A new test for non-linear hypotheses under distributional and local parametric misspecification
• GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
• Adjustments of Rao's score test for distributional and local parametric misspecifications
• How effective are the reset tests for omitted variables
• A Bayesian robust chi-squared test for testing simple hypotheses
• THE GEOMETRY OF SPECIFICATION ERROR
• Tests for the error component model in the presence of local misspecification
• A note on variable addition tests for linear and log-linear models

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