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Member since November 15, 2021
Barbab
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Lagrange Multiplier
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Econometrics
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Linear Regression
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Doubt about Lagrange Multiplier Statistics for q exclusions restrictions
Mon 15 Nov, 2021 04:25 pm -
For obtaining the Lagrange Multiplier Statistics I follow this steps (Wooldridge 2019, Introductory Econometrics): 1. Regress 𝑦 on the restricted set of independent variables and consider the...
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