کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5059028 1476636 2015 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An LM test based on generalized residuals for random effects in a nonlinear model
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
An LM test based on generalized residuals for random effects in a nonlinear model
چکیده انگلیسی


- We derive the LM test statistic for random effects in a panel probit model.
- We obtain a reparameterization of the statistic that produces a feasible calculation.
- We show that the statistic can be computed using generalized residuals.
- We demonstrate that the results generalize to other models.
- The test is employed in a substantive application.

We obtain an LM test for the random effects probit model. In the natural parameterization of the model the necessary derivatives are identically zero under the null hypothesis. After a reparameterization, the feasible LM test is based on generalized residuals.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economics Letters - Volume 127, February 2015, Pages 47-50
نویسندگان
, ,