An LM test based on generalized residuals for random effects in a nonlinear model
| dc.contributor.author | Greene, William | |
| dc.contributor.author | McKenzie, C. | |
| dc.date.accessioned | 2017-06-23T02:59:25Z | |
| dc.date.available | 2017-06-23T02:59:25Z | |
| dc.date.created | 2017-06-19T03:39:38Z | |
| dc.date.issued | 2015 | |
| dc.identifier.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. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/53290 | |
| dc.identifier.doi | 10.1016/j.econlet.2014.12.031 | |
| dc.description.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. | |
| dc.publisher | Elsevier | |
| dc.title | An LM test based on generalized residuals for random effects in a nonlinear model | |
| dc.type | Journal Article | |
| dcterms.source.volume | 127 | |
| dcterms.source.startPage | 47 | |
| dcterms.source.endPage | 50 | |
| dcterms.source.issn | 0165-1765 | |
| dcterms.source.title | Economics Letters | |
| curtin.department | School of Economics and Finance | |
| curtin.accessStatus | Fulltext not available |
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
|
There are no files associated with this item. |
|||