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

Gang Yu; Weiguo Wang; Maozu Lu; Shaoping Wang

Research Article

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

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

Gang Yu Weiguo Wang Maozu Lu Shaoping Wang

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].

Keywords

Specification test, Fixed effects, Binary panel data

References

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

Gang Yu Weiguo Wang Maozu Lu Shaoping Wang

Abstract

References

...

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.