A lagrange multiplier test for the error components model with incomplete panels
将Breusch和Pagan(1980)的拉格朗日乘子检验扩展到不完全面板数据情形,保留了简单可加结构,对处理缺失面板数据的实践者有用。
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.