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

William Greene, Colin McKenzie

研究成果: Article

1 引用 (Scopus)

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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.

元の言語English
ページ(範囲)47-50
ページ数4
ジャーナルEconomics Letters
127
DOI
出版物ステータスPublished - 2015 2 1

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ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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