A lagrange multiplier test for the error components model with incomplete panels Academic Article uri icon


  • This paper extends the Breusch and Pagan (1980) lagrange multiplier test for the random effects model to the incomplete panel data case. It is shown that this test retains the simple additive structure observed in the complete panel data case. It should prove useful for practitioners facing incomplete panel data applications. 1990, Taylor & Francis Group, LLC. All rights reserved.

published proceedings

  • Econometric Reviews

author list (cited authors)

  • Baltagi, B. H., & Li, Q. i.

citation count

  • 66

complete list of authors

  • Baltagi, Badi H||Li, Qi

publication date

  • January 1990