Test of random versus fixed effects with small within variation

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 112
Issue: 3
Pages: 293-297

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Comparisons of within and between estimators using the conventional Hausman test may be subject to statistical problems if the within variation is not sufficiently large. Adopting an alternative asymptotic approximation, we propose a modification of Hausman test that is valid whether the within variation is small or large.

Technical Details

RePEc Handle
repec:eee:ecolet:v:112:y:2011:i:3:p:293-297
Journal Field
General
Author Count
3
Added to Database
2026-01-25