[Limdep Nlogit List] (no subject)

William Greene wgreene at stern.nyu.edu
Thu Jun 2 03:38:02 AEST 2022

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 <bills at gra-inc.com> 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

More information about the Limdep mailing list