Testing for omitted variables in partially linear regression models

Testing for omitted variables in partially linear regression models

This study conducts Monte Carlo simulation exercises to determine the finite sample properties of the Fan-Li test [1996] when the interest focuses on uncovering the impact of omitted variables on the semiparametric partially linear model (PLM). The study finds that the Fan-Li test achieves consider...

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Bibliographic Details
Published in:The Philippine Review of Economics Vol. 46, no. 2 (December 2009), p. 47-61.
Main Author: Dacuycuy, Lawrence (Author)
Format: Analytics
Language:English
Published: [Quezon City] School of Economics, University of the Philippines 2009.
Subjects:
Econometrics.
Econometric models.
Online Access:https://forms.gle/KZjBv7aRtY6jiL5E9