横截面数据计量经济学应用的失拟检验

A Lack-of-Fit Test for Econometric Applications to Cross-Section Data

Review of Economics and Statistics · 1986
被引 11
人大 AFT50ABS 4

中文导读

介绍一种实验统计学家常用但计量经济学家不熟悉的模型设定失拟检验,将其修改以适用于横截面数据中常见的异方差性,并用挪威女性收入函数调查数据演示。

Abstract

A bstract-A lack-of-fit test of model specification used by experimental statisticians but mostly unknown to econometricians is presented.The test is applicable in situations in which there are replicated observations on the dependent variable.In this paper the test is modified to allow for heteroskedasticity usually encountered when dealing with cross-sectional observations, and illustrated by an application to an earnings function estimated from a sample survey of Norwegian women.

模型设定检验异方差性截面数据拟合不足检验