An LM test based on generalized residuals for random effects in a nonlinear model

DOI10.1016/J.ECONLET.2014.12.031MaRDI QIDQ498830zbMATH OpenOpenAlexFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 29 September 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2014.12.031

zbMATH Keywords

LM testpanel dataprobitrandom effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• Generalised residuals
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• Residual analysis in the grouped and censored normal linear model
• Specification testing when score test statistics are identically zero
• Testing for Neglected Heterogeneity
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

Cited in

(4)

• Generalised residuals
• Properties of Honda's test of random individual effects in non-linear regressions
• TESTING THE STABILITY OF REGRESSION COEFFICIENTS USING GENERALIZED RECURSIVE RESIDUALS
• Specification and testing of hierarchical ordered response models with anchoring vignettes

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