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 |
| _version_ | 1848759109234458624 |
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| author | Greene, William McKenzie, C. |
| author_facet | Greene, William McKenzie, C. |
| author_sort | Greene, William |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T09:54:39Z |
| format | Journal Article |
| id | curtin-20.500.11937-53290 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:54:39Z |
| publishDate | 2015 |
| publisher | Elsevier |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-532902017-10-12T07:09:53Z An LM test based on generalized residuals for random effects in a nonlinear model Greene, William McKenzie, C. 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. 2015 Journal Article http://hdl.handle.net/20.500.11937/53290 10.1016/j.econlet.2014.12.031 Elsevier restricted |
| spellingShingle | Greene, William McKenzie, C. An LM test based on generalized residuals for random effects in a nonlinear model |
| title | An LM test based on generalized residuals for random effects in a nonlinear model |
| title_full | An LM test based on generalized residuals for random effects in a nonlinear model |
| title_fullStr | An LM test based on generalized residuals for random effects in a nonlinear model |
| title_full_unstemmed | An LM test based on generalized residuals for random effects in a nonlinear model |
| title_short | An LM test based on generalized residuals for random effects in a nonlinear model |
| title_sort | lm test based on generalized residuals for random effects in a nonlinear model |
| url | http://hdl.handle.net/20.500.11937/53290 |