From bills at gra-inc.com Wed Jun 1 11:49:52 2022 From: bills at gra-inc.com (Bill Spitz) Date: Wed, 1 Jun 2022 01:49:52 +0000 Subject: [Limdep Nlogit List] (no subject) Message-ID: Does LIMDEP have a way to implement the test for whether individual effects in a random effects model are correlated with the independent variables, suggested by Arellano ("On the testing of correlated effects with panel data", J Econometrics, 1993). Thanks From wgreene at stern.nyu.edu Thu Jun 2 03:38:02 2022 From: wgreene at stern.nyu.edu (William Greene) Date: Wed, 1 Jun 2022 13:38:02 -0400 Subject: [Limdep Nlogit List] (no subject) In-Reply-To: References: Message-ID: Bill. You would have to program the orthogonal differences. After that, it would be straightforward. But, none of it is built into the program now. On Tue, May 31, 2022 at 9:50 PM Bill Spitz wrote: > Does LIMDEP have a way to implement the test for whether individual > effects in a random effects model are correlated with the independent > variables, suggested by Arellano ("On the testing of correlated effects > with panel data", J Econometrics, 1993). Thanks > > _______________________________________________ > Limdep site list > Limdep at mailman.sydney.edu.au > https://protect-au.mimecast.com/s/88IhClx1NjiokzX1GCGXf5M?domain=limdep.itls.usyd.edu.au > > -- William Greene Department of Economics, emeritus Stern School of Business, New York University