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Specification test for fixed effects in binary panel data model: a simulation study

Year 2015, Volume: 44 Issue: 3, 755 - 760, 01.06.2015

Abstract

In this paper, we examine the specification tests which have been proposed for fixed effects in binary panel data model, using several different
data generating processes to evaluate the performance of the specification test in different situations. By simulations, we find the specification
test based on moment conditions is able to outperform the Lagrange
multiplier test proposed by Gurmu [5].

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Year 2015, Volume: 44 Issue: 3, 755 - 760, 01.06.2015

Abstract

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There are 1 citations in total.

Details

Primary Language English
Subjects Statistics
Journal Section Statistics
Authors

Gang Yu This is me

Weiguo Wang This is me

Maozu Lu This is me

Shaoping Wang This is me

Publication Date June 1, 2015
Published in Issue Year 2015 Volume: 44 Issue: 3

Cite

APA Yu, G., Wang, W., Lu, M., Wang, S. (2015). Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics, 44(3), 755-760.
AMA Yu G, Wang W, Lu M, Wang S. Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics. June 2015;44(3):755-760.
Chicago Yu, Gang, Weiguo Wang, Maozu Lu, and Shaoping Wang. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics 44, no. 3 (June 2015): 755-60.
EndNote Yu G, Wang W, Lu M, Wang S (June 1, 2015) Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics 44 3 755–760.
IEEE G. Yu, W. Wang, M. Lu, and S. Wang, “Specification test for fixed effects in binary panel data model: a simulation study”, Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 3, pp. 755–760, 2015.
ISNAD Yu, Gang et al. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics 44/3 (June 2015), 755-760.
JAMA Yu G, Wang W, Lu M, Wang S. Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics. 2015;44:755–760.
MLA Yu, Gang et al. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 3, 2015, pp. 755-60.
Vancouver Yu G, Wang W, Lu M, Wang S. Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics. 2015;44(3):755-60.