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Sample Stratification with Non-nested Alternatives: Theory and a Hedonic Example

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  • Goodman, Allen C
  • Dubin, Robin A

Abstract

Econometric analysis often addresses model misspecification due to the improper pooling of observations. One major problem in testing for improper pooling is the requirement that alternative stratifications be obtained from others through sets of restrictions (i.e., that they be nested stratifications), thus eliminating a large class of alternative non-nested stratifications. We propose that non-nested tests can be used to compare non-nested stratifications. We formally define the econometric problem, and show the applicability of the J, JA, Cox and non-nested F tests. We then use the four tests to compare spatial stratifications in a model of a house price determination. Copyright 1990 by MIT Press.

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  • Goodman, Allen C & Dubin, Robin A, 1990. "Sample Stratification with Non-nested Alternatives: Theory and a Hedonic Example," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 168-173, February.
  • Handle: RePEc:tpr:restat:v:72:y:1990:i:1:p:168-73
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    References listed on IDEAS

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    1. Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice, 1983. "Two-step two-stage least squares estimation in models with rational expectations," Journal of Econometrics, Elsevier, vol. 21(3), pages 333-355, April.
    2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    3. Fair, Ray C, 1978. "The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve," Econometrica, Econometric Society, pages 1165-1179.
    4. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    5. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    6. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    7. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, pages 3-33.
    8. White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-161, January.
    9. Stephen K. McNees, 1986. "The accuracy of two forecasting techniques: some evidence and an interpretation," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 20-31.
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    Cited by:

    1. Clapp, John M. & Wang, Yazhen, 2006. "Defining neighborhood boundaries: Are census tracts obsolete?," Journal of Urban Economics, Elsevier, vol. 59(2), pages 259-284, March.
    2. Bourassa, Steven C. & Hoesli, Martin & Peng, Vincent S., 2003. "Do housing submarkets really matter?," Journal of Housing Economics, Elsevier, vol. 12(1), pages 12-28, March.
    3. Goodman, Allen C. & Thibodeau, Thomas G., 1998. "Housing Market Segmentation," Journal of Housing Economics, Elsevier, vol. 7(2), pages 121-143, June.

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