Abstract
This paper extends the Breusch and Pagan (1980) lagrange multiplier test for the random effects model to the incomplete panel data case. It is shown that this test retains the simple additive structure observed in the complete panel data case. It should prove useful for practitioners facing incomplete panel data applications.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 103-107 |
| Number of pages | 5 |
| Journal | Econometric Reviews |
| Volume | 9 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 1990 |
| Externally published | Yes |
Keywords
- Breusch and Pagan Test
- Error Components Model
- Incomplete Panel Data
- Lagrange Multiplier
ASJC Scopus subject areas
- Economics and Econometrics