Coughlin, Cletus Charles (contributor); … - 2003 - [Elektronische Ressource]
[X∗itβ] + (1−yit)ln(1−Φ[X∗itβ])},
where X∗ = Z(I − ρW)−1X and Φ is the c.d.f. of a standard normal distribution. Setting
ρ = 0 or λ … [1]), yields a
statistic of 125.99. The corresponding p-value for a χ2 distribution with 8 degrees of freedom
is …
corresponding p-value for a χ2 distribution with 1 degree of freedom is 0.003. This implies
that considerable explanatory power is …