A Lack-of-Fit Test for Econometric Applications to Cross-Section Data

Howard E. Doran; Jan Kmenta

doi:10.2307/1925519

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A Lack-of-Fit Test for Econometric Applications to Cross-Section Data

Howard E. Doran; Jan Kmenta^1,2

¹ University of Michigan–Ann Arbor · ² University of New England

The Review of Economics and Statistics 1986

A bstract-A lack-of-fit test of model specification used by experimental statisticians but mostly unknown to econometricians is presented.The test is applicable in situations in which there are replicated observations on the dependent variable.In this paper the test is modified to allow for heteroskedasticity usually encountered when dealing with cross-sectional observations, and illustrated by an application to an earnings function estimated from a sample survey of Norwegian women.

DOI: 10.2307/1925519
Volume: 68 (2)
Pages: 346
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