Generalized Information Matrix Tests for Detecting Model Misspecification
نویسندگان
چکیده
منابع مشابه
Generalized Information Matrix Tests for Detecting Model Misspecification
Generalized Information Matrix Tests (GIMTs) have recently been used for detecting the presence of misspecification in regression models in both randomized controlled trials and observational studies. In this paper, a unified GIMT framework is developed for the purpose of identifying, classifying, and deriving novel model misspecification tests for finite-dimensional smooth probability models. ...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2016
ISSN: 2225-1146
DOI: 10.3390/econometrics4040046