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Volumn 44, Issue 7, 2002, Pages 825-834

Test of random subject effects in heteroskedastic linear models

Author keywords

GLM; Regression; Repeated measurements; Score test

Indexed keywords

REGRESSION ANALYSIS;

EID: 0036430831     PISSN: 03233847     EISSN: None     Source Type: Journal    
DOI: 10.1002/1521-4036(200210)44:7<825::AID-BIMJ825>3.0.CO;2-Z     Document Type: Article
Times cited : (6)

References (13)
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  • 2
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    • The lagrange multiplier test and its applications to model specification in econometrics
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  • 3
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    • Testing the fit of a regression model via score tests in random effects models
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    • Le Cessie, S.1    Van Houwelingen, H.C.2
  • 4
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    • Testing for neglected heterogeneity
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  • 5
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    • Testing the error components model with non-normal disturbances
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    • Honda, Y.1
  • 6
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    • On the optimality of some tests of the error covariance matrix in the linear regression model
    • Honda, Y., 1989: On the optimality of some tests of the error covariance matrix in the linear regression model. Journal of the Royal Statistical Society B 51, 71-79.
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    • Honda, Y.1
  • 7
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    • Properties of Honda's test of random individual effects in non-linear regressions
    • Häggström, E., 2002: Properties of Honda's test of random individual effects in non-linear regressions. Statistical Papers 43, 177-196.
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    • Häggström, E.1
  • 9
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    • Locally optimal one-sided tests for multiparameter hypotheses
    • King, M.L. and Wu, P.X., 1997: Locally optimal one-sided tests for multiparameter hypotheses. Econometric Reviews 16, 131-156.
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    • King, M.L.1    Wu, P.X.2
  • 10
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    • Adaptation of Honda's one-sided test of random effects to repeated measurements experiments
    • Laitila, T., 1998: Adaptation of Honda's one-sided test of random effects to repeated measurements experiments. Communications in statistics A 27, 3015-3033.
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  • 12
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    • A heteroskedastic-consistent covariance matrix estimator and a direct test for hetero-skedasticity
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.