Testing for Neglected Heterogeneity
开发了一种针对被忽略异质性的设定误差检验，通过参数方差为零的假设检验，得到信息矩阵检验，适用于横截面或纵向数据中个体经济行为模型的诊断。
Develops a specification error test sensitive to negelected heterogeneity, which is viewed as causing parameter variation, by deriving a score test of the hypothesis that parameters have zero variance. The test turns out to be the Information Matrix test and is a useful diagnostic for researchers using cross-sectional or longitudinal data to estimate models of individual economic agents behavior. -from Author specification error neglected heterogeneity parameter variation Information Matrix test