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Please use this identifier to cite or link to this item:
http://hdl.handle.net/2451/31603
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| Title: | LM Tests for Random Effects |
| Authors: | Greene, William
McKenzie, Colin |
| Keywords: | LM test, score test, random effects, stochastic frontier |
| Issue Date: | 10-Sep-2012 |
| Abstract: | We explore practical methods of carrying out Lagrange Multiplier tests
for variance components in two models in which the derivatives needed
for the test are identically zero at the restricted estimates, the
random effects probit model and the stochastic frontier model. The
techniques are illustrated with two applications. |
| URI: | http://hdl.handle.net/2451/31603 |
| Appears in Collections: | Economics Working Papers
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