EQUIVALENCE PROPERTIES OF THE HAUSMAN STATISTIC BASED ON A GENERALIZED INVERSE

被引：3
|
作者：
THURSBY, JG [1 ]
DEZHBAKHSH, H [1 ]
机构：
[1] UNIV AKRON, AKRON, OH 44325 USA
来源：
ECONOMICS LETTERS | 1990年 / 33卷 / 02期
关键词：
D O I：
10.1016/0165-1765(90)90160-3
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The Hausman statistic based on a generalized inverse is numerically equivalent to statistics that are based on a subset of the parameters and do not require the use of a generalized inverse. In a general non-linear setting there exists at least one such statistic. In the case of the linear model a number of such statistics are obtained by arbitrarily selecting parameter subsets. © 1990.
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页码：147 / 151
页数：5
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