@article{812dfaf7258e41b185ddedbcd24cba60,
title = "An LM test based on generalized residuals for random effects in a nonlinear model",
abstract = "We obtain an LM test for the random effects probit model. In the natural parameterization of the model the necessary derivatives are identically zero under the null hypothesis. After a reparameterization, the feasible LM test is based on generalized residuals.",
keywords = "LM test, Panel data, Probit, Random effects",
author = "William Greene and Colin McKenzie",
note = "Funding Information: The authors thank Debopam Bhattacharya for helpful comments on an earlier version of this paper. The second author acknowledges the financial support of the Japanese Ministry of Education, Culture, Sports, Science and Technology (MEXT) Supported Program for the Strategic Research Foundation at Private Universities entitled {\textquoteleft}Globalization and the Building of a High Quality Economic System.{\textquoteright} Publisher Copyright: {\textcopyright} 2014 Elsevier B.V.",
year = "2015",
month = feb,
day = "1",
doi = "10.1016/j.econlet.2014.12.031",
language = "English",
volume = "127",
pages = "47--50",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
}