Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Alternative Tests for the Nested Error Component Regression Model

  • Published : 2000.03.01
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Abstract

We consider the panel data regression model with nested error componets. In this paper, the several Lagrange Multipler tests for the nested error component model are derived. These tests extend the earlier work of Honda(1985), Moulton and Randolph(1989), Baltagi, et al.(1992) and King and Wu(1997) to the nested error component case. Monte Carlo experiments are conducted to study the performance of these LM tests.

Keywords

References

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