Diagnostics for Group Effects in Regression Analysis
介绍适用于面板数据或分组横截面数据的回归诊断工具，包括检验群体效应是否存在、识别异常群体以及比较固定效应与随机效应模型的设定检验，并引入群体特异的学生化残差。
The diagnostic tools examined in this article are applicable to regressions estimated with panel data or cross-sectional data drawn from a population with grouped structure. The diagnostic tools considered include (a) tests for the existence of group effects under both fixed and random effects models, (b) checks for outlying groups, and (c) specification tests for comparing the fixed and random effects models. A group-specific counterpart to the studentized residual is introduced. The methods are illustrated using a hedonic housing price regression.