Lm Tests for Random Effects

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

Year of publication:	2013
Authors:	Greene, William
Other Persons:	McKenzie, Colin (contributor)
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Statistischer Test \| Statistical test \| Theorie \| Theory \| Mehrebenenanalyse \| Multi-level analysis \| Statistische Methodenlehre \| Statistical theory

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