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Grouping Tests for Misspecification: An Application to Housing Demand
1984
Journal of business & economic statistics
We consider several grouping tests for regression misspecification, with reference to housingdemand function estimation. We compare three existing test procedures, demonstrate modifications necessary in most applications, and propose a fourth test to distinguish between two categories of potential specification error. The test procedures are evaluated in artificial simulations of alterative errors. Finally, we apply the tests to FHA home purchase data. We reject the hypothesis that household
doi:10.2307/1391260
fatcat:3rn53bbjpvdrdm3cty4phrymhu