caa a22 4500 386371652 CHVBK 20180307112000.0 cr unu---uuuuu 161130e198912 xx s 000 0 eng 10.1017/S0266466600012573 doi S0266466600012573 pii (NATIONALLICENCE)cambridge-10.1017/S0266466600012573 Testing for Consistency using Artificial Regressions [Elektronische Daten] We consider several issues related to Durbin-Wu-Hausman tests; that is, tests based on the comparison of two sets of parameter estimates. We first review a number of results about these tests in linear regression models, discuss what determines their power, and propose a simple way to improve power in certain cases. We then show how in a general nonlinear setting they may be computed as "score” tests by means of slightly modified versions of any artificial linear regression that can be used to calculate Lagrange multiplier tests, and explore some of the implications of this result. In particular, we show how to create a variant of the information matrix test that tests for parameter consistency. We examine the conventional information matrix test and our new version in the context of binary-choice models, and provide a simple way to compute both tests using artificial regressions. Copyright © Cambridge University Press 1989 Davidson Russell Queen's University, Ontario, Canada and GREQE, Ecole des Hautes Etudes en Sciences Sociales, Universités d'Aix-Marseille ll et ll Centre de la Vieille Charité, France MacKinnon James G. Queen's University, Ontario, Canada Econometric Theory Cambridge University Press 5/3(1989-12), 363-384 0266-4666 5:3<363 1989 5 ECT https://doi.org/10.1017/S0266466600012573 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0266466600012573 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Davidson Russell Queen's University, Ontario, Canada and GREQE, Ecole des Hautes Etudes en Sciences Sociales, Universités d'Aix-Marseille ll et ll Centre de la Vieille Charité, France NATIONALLICENCE 700 1- MacKinnon James G. Queen's University, Ontario, Canada NATIONALLICENCE 773 0- Econometric Theory Cambridge University Press 5/3(1989-12), 363-384 0266-4666 5:3<363 1989 5 ECT CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge