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dc.contributor.authorGreene, William-
dc.contributor.authorMcKenzie, Colin-
dc.date.accessioned2012-09-10T18:51:00Z-
dc.date.available2012-09-10T18:51:00Z-
dc.date.issued2012-09-10T18:51:00Z-
dc.identifier.urihttp://hdl.handle.net/2451/31603-
dc.description.abstractWe 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.en
dc.language.isoen_USen
dc.rightsCopyright William Greene & Colin McKenzie, 2012.en
dc.subjectLM test, score test, random effects, stochastic frontieren
dc.titleLM Tests for Random Effectsen
dc.typeWorking Paperen
dc.authorid-ssrn20759en
Appears in Collections:Economics Working Papers

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