An LM test based on generalized residuals for random effects in a nonlinear model
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.
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Elsevier
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/53290 |