A Transformed Random Effects Model with Applications

• المؤلف الرئيسي: YANG, Zhenlin
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2007
• الموضوعات: computational device; flexible functional form; maximum likelihood estimation; one-sided LM tests; robustness; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1039

This paper proposes a transformed random effects model for analyzing non-normal panel data where both the response and (some of) the covariates are subject to transformations for inducing flexible functional form, normality, homoscedasticity, and simple model structure. We develop a maximum likeliho...