𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing generalized linear and semiparametric models against smooth alternatives

✍ Scribed by Göran Kauermann; Gerhard Tutz


Book ID
108547590
Publisher
Blackwell Publishing
Year
2001
Tongue
English
Weight
302 KB
Volume
63
Category
Article
ISSN
0952-8385

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Testing linear and loglinear error compo
✍ Badi H. Baltagi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 338 KB

This paper derives Lagrange multiplier tests based on double-length artificial regressions for testing linear and loglinear error component regressions against Box-Cox alternatives. These tests are easy to implement and should prove useful in panel data regressions.