Testing for Neglected Heterogeneity
From MaRDI portal
Recommendations
Cited in
(61)- Score tests for zero covariances in recursive linear models for grouped or censored data
- Generalised residuals and heterogeneous duration models with applications to the Weibull model
- Residual analysis in the grouped and censored normal linear model
- Bivariate alternatives to the Tobit model
- Testing the normality assumption in multivariate simultaneous limited dependent variable models
- Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
- A note on the score test for neglected heterogeneity in the truncated normal regression model
- Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
- A count data model with unobserved heterogeneity
- Unobservables in count data models for on-site samples
- Specification testing when score test statistics are identically zero
- Duration response measurement error
- Misspecification tests and their uses in econometrics
- Specification test for a linear regression model with ARCH process
- On the goodness-of-fit tests for gamma generalized linear models
- Confidence regions near singular information and boundary points with applications to mixed models
- Hypothesis testing based on a vector of statistics
- A note on Dean's overdispersion test
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions
- On testing the hidden heterogeneity in negative binomial regression models
- Testing the information matrix equality with robust estimators
- Treatment effect estimation with covariate measurement error
- Neglected heterogeneity in moment condition models
- Some remarks on testing overdispersion in zero-inflated Poisson and binomial regression models
- Averaging of an increasing number of moment condition estimators
- A quasi-locally most powerful test for correlation in the conditional variance of positive data
- Goodness-of-link tests for multivariate regression models
- Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
- On a Simple Test for Neglected Heterogeneity in Panel Studies
- The asymptotic distribution of the F‐test statistic for individual effects
- SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
- A score-type test based on higher-order derivatives
- Adaptation of honda's one–sided test of random effects to repeated measurements experiments
- The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
- Tests for detecting overdispersion in poisson models
- Testing homogeneity in clustered (longitudinal) count data regression model with over-dispersion
- A comparison of tests for overdispersion in generalized linear models
- On the corrections to information matrix tests
- Specification tests in ordered logit and probit models
- The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS
- Tests of exponentiality against some parametric over/under-dispersed life time models
- Comparisons of tests of distributional assumption in Poisson regression model
- Testing for volatility co-movement in bivariate stochastic volatility models
- An LM test based on generalized residuals for random effects in a nonlinear model
- Flexible parametric estimation technique for a competing risks model with unobserved heterogeneity: a Monte Carlo study
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
- Testing for Heterogeneous Parameters in Least-Squares Approximations
- On improving the robustness and reliability of Rao's score test
- Two-part multiple spell models for health care demand
- Nonparametric Scanning Tests of Homogeneity for Hierarchical Models with Continuous Covariates
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- LM Test of Neglected Correlated Random Effects and Its Application
- Test of neglected heterogeneity in dyadic models
- Information matrix tests for multinomial logit models
- Local asymptotic distribution theory for regime switching test in bilinear models
- Uniform inference in linear mixed models
- The information matrix test for Gaussian mixtures
- Testing for unobserved heterogeneity in exponential and Weibull duration models
- HAC estimation and strong linearity testing in weak ARMA models
- Score tests for overdispersion in zero-inflated Poisson mixed models
This page was built for publication: Testing for Neglected Heterogeneity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3678542)
