The Sensitivity of Some General Checks to Omitted Variables in The Linear Model  

Oleh:

Godfrey, L.G. ; Orme, C. D.

Jenis: Article from Bulletin/Magazine
Dalam koleksi: INTERNATIONAL ECONOMIC REVIEW vol. 35 no. 2 (1994), page 489-506.
Topik: sensitivity; sensitivity; general checks; omitted variables; linear model

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Perpustakaan Pusat (Semanggi) Nomor Panggil: II49 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

This paper examines the usefulness of White's Information Matrix test and test for heteroskedasticity of unspecified form as general checks of adequacy in the context of linear models. Asymptotic analysis and Monte Carlo results are provided, with the latter covering a number of general misspecification tests. Comments are made on the value of testing for normality.

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