A program performing Wooldridge's Ramsey RESET (and other added regressor type test) is available at:
http://papers.ssrn.com/sol3/papers.cfm? ... id=1843242
Wooldridge's results have been replicated.
gford
Search found 5 matches
- Sun May 22, 2011 6:38 am
- Forum: Program Repository
- Topic: Ramsey RESET for Count Models
- Replies: 0
- Views: 11279
- Thu Aug 06, 2009 1:05 pm
- Forum: Program Repository
- Topic: Propensity Score Matching Algorithms
- Replies: 3
- Views: 27998
Propensity Score Matching Algorithms
If you are looking for Propensity Score matching algorithms, see the paper at this link: http://www-wds.worldbank.org/servlet/WD ... ev0pdf.pdf. I have not implemented them yet, but plan to.
- Tue Mar 24, 2009 7:12 am
- Forum: Program Repository
- Topic: BLUS Residuals
- Replies: 0
- Views: 4354
BLUS Residuals
A program to compute BLUS residuals is available at: http://papers.ssrn.com/sol3/papers.cfm? ... id=1293947.
- Tue Mar 24, 2009 7:10 am
- Forum: Program Repository
- Topic: Murphy-Topel Covariance Matrix
- Replies: 0
- Views: 4458
Murphy-Topel Covariance Matrix
A program computing the Murphy-Topel Covariance Matrix is available at: http://papers.ssrn.com/sol3/papers.cfm? ... id=1301610.
- Tue Mar 24, 2009 7:09 am
- Forum: Program Repository
- Topic: Outlier Statistics
- Replies: 0
- Views: 5065
Outlier Statistics
A program to compute a wide range of outlier statistics is available at: http://papers.ssrn.com/sol3/papers.cfm? ... id=1293945.