An LM test based on generalized residuals for random effects in a nonlinear model
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DOI: 10.1016/j.econlet.2014.12.031
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- Greene, W.H.; & Harris, M.N.; & Knott, R.; & Rice, N.;, 2019. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Health, Econometrics and Data Group (HEDG) Working Papers 19/18, HEDG, c/o Department of Economics, University of York.
- Kharisma, Bayu, 2017. "Idiosyncratic Shocks, Child Labor and School Attendance in Indonesia," MPRA Paper 78887, University Library of Munich, Germany, revised 06 Apr 2017.
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More about this item
Keywords
LM test; Panel data; Probit; Random effects;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- I11 - Health, Education, and Welfare - - Health - - - Analysis of Health Care Markets
Statistics
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