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

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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.

Bibliographic Details
Main Authors:	Greene, William, McKenzie, C.
Format:	Journal Article
Published:	Elsevier 2015
Online Access:	http://hdl.handle.net/20.500.11937/53290

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