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

C-Tier

Journal: Economics Letters

Year: 2015

Volume: 127

Issue: C

Pages: 47-50

Authors (2)

Greene, William (New York University (NYU)) McKenzie, Colin (Keio University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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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.

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

Authors (2)

Abstract

Technical Details