[Limdep Nlogit List] (no subject)

[William Greene]

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