An exact method for testing equality of several groups in panel data models

Ahad Malekzadeh and Asghar Esmaeli-Ayan

Statistics & Probability Letters, 2021, vol. 177, issue C

Abstract: Panel data models can be found in many areas such as economics, social science, medicine, and epidemiology. In the last decade, the inference of regression coefficients in panel data models has seen development. In this paper, we introduce three pivotal quantities to implement an equality hypothesis on the regression coefficients vectors. We show that our newly proposed methods have advantages over the other methods in practical implementation. In a simulation study, we compare our proposed approaches with the generalized p-value method in different cases based on the actual size and powers of the equality hypothesis. We also apply our methods on the Gasoline panel data as a real dataset.

Keywords: Panel data models; Pivotal quantity; Regression coefficient; Simulation study (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715221001188
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001188

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2021.109156

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().