Zeng, Tong; Carter Hill, R. - In: Maximum simulated likelihood methods and applications, (pp. 107-136). 2010
In this paper we use Monte Carlo sampling experiments to examine the properties of pretest estimators in the random parameters logit (RPL) model. The pretests are for the presence of random parameters. We study the Lagrange multiplier (LM), likelihood ratio (LR), and Wald tests, using...
