Statistical Analysis: Testing and Restrictions
Restricted estimation
- Equality and fixed value restrictions in all models
- Linearly constrained maximum likelihood
- Inequality constrained least squares
Hypothesis tests
- Wald test for linear restrictions
- LM tests for any model using restricted starting values
- LR tests for all models
- Hausman test
- Conditional logit
- Linear panel data model
- 2SLS
- IIA test for conditional logit
- LM tests
- Tobit specification
- Linear panel data models
- All models fit by ML – LM statistic based on starting values
- Cox tests
- PE and J tests
- Vuong test for nonnested models