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

Greene, William; McKenzie, C.

doi:10.1016/j.econlet.2014.12.031

Access Status

Fulltext not available

Authors

Greene, William

McKenzie, C.

Date

2015

Type

Journal Article

Metadata

Show full item record

Citation

Greene, W. and McKenzie, C. 2015. An LM test based on generalized residuals for random effects in a nonlinear model. Economics Letters. 127: pp. 47-50.

Source Title

Economics Letters

DOI

10.1016/j.econlet.2014.12.031

ISSN

0165-1765

School

School of Economics and Finance

URI

http://hdl.handle.net/20.500.11937/53290

Collection

Curtin Research Publications

Abstract

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.