Diagnostic Tests for Models Based on Individual Data: A Survey
Опубликовано на портале: 07-04-2004
This paper surveys the growing literature on diagnostic testing of models based on
unit record data. We argue that while many of these tests are produced in a Lagrange
multiplier framework they are often more readily derived, and more easily applied,
if approached from the conditional moment testing view of Newey (1985) and Tauchen
(1985). In addition we propose some new tests based on comparisons of parametric
estimators with nonparametric estimators which are consistent under certain forms
of misspecification. To illustrate the utility of the tests we employ them in the
examination of some existing published studies. Copyright 1989 by John Wiley & Sons,
Ltd.
Ключевые слова
econometric econometric analysis econometrics диагностика диагностическое обследование математическая модель эконометрический метод
См. также:
Социология: методология, методы и математическое моделирование (Социология: 4М).
2001.
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Biometrika.
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Университетское управление.
1998.
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