{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,16]],"date-time":"2026-07-16T11:32:58Z","timestamp":1784201578976,"version":"3.55.0"},"reference-count":39,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":7626,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1989,12]]},"abstract":"<jats:p>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 \u201cscore\u201d 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.<\/jats:p>","DOI":"10.1017\/s0266466600012573","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:15:33Z","timestamp":1287393333000},"page":"363-384","source":"Crossref","is-referenced-by-count":109,"title":["Testing for Consistency using Artificial Regressions"],"prefix":"10.1017","volume":"5","author":[{"given":"Russell","family":"Davidson","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"James G.","family":"MacKinnon","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600012573_ref036","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1977.10480627"},{"key":"S0266466600012573_ref035","doi-asserted-by":"publisher","DOI":"10.1080\/07474938408800065"},{"key":"S0266466600012573_ref014","doi-asserted-by":"publisher","DOI":"10.2307\/1913558"},{"key":"S0266466600012573_ref028","doi-asserted-by":"publisher","DOI":"10.2307\/1911420"},{"key":"S0266466600012573_ref004","doi-asserted-by":"publisher","DOI":"10.2307\/2232969"},{"key":"S0266466600012573_ref027","doi-asserted-by":"publisher","DOI":"10.2307\/1911198"},{"key":"S0266466600012573_ref025","doi-asserted-by":"publisher","DOI":"10.2307\/1912612"},{"key":"S0266466600012573_ref023","doi-asserted-by":"publisher","DOI":"10.2307\/2297515"},{"key":"S0266466600012573_ref020","volume-title":"Handbook of Econometrics","author":"Engle","year":"1984"},{"key":"S0266466600012573_ref033","doi-asserted-by":"crossref","first-page":"350","DOI":"10.1111\/j.2517-6161.1969.tb00796.x","article-title":"Tests for specification errors in classical linear least-squares regression analysis","volume":"31","author":"Ramsey","year":"1969","journal-title":"Journal of the Royal Statistical Society, Series B"},{"key":"S0266466600012573_ref017","volume-title":"A new form of the information matrix test","author":"Davidson","year":"1988"},{"key":"S0266466600012573_ref034","volume-title":"Score tests of consistency","author":"Ruud","year":"1982"},{"key":"S0266466600012573_ref005","doi-asserted-by":"publisher","DOI":"10.2307\/1911188"},{"key":"S0266466600012573_ref038","doi-asserted-by":"publisher","DOI":"10.2307\/1912526"},{"key":"S0266466600012573_ref002","doi-asserted-by":"publisher","DOI":"10.1080\/02664768600000002"},{"key":"S0266466600012573_ref018","doi-asserted-by":"publisher","DOI":"10.2307\/1401917"},{"key":"S0266466600012573_ref016","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0084.1988.mp50002008.x"},{"key":"S0266466600012573_ref013","doi-asserted-by":"crossref","first-page":"183","DOI":"10.2307\/20076563","article-title":"Heteroskedasticity-robust tests in regression directions","volume":"59\/60","author":"Davidson","year":"1985","journal-title":"Annales de I'INS\u00c9E"},{"key":"S0266466600012573_ref009","doi-asserted-by":"publisher","DOI":"10.1016\/0165-1765(83)90048-4"},{"key":"S0266466600012573_ref003","doi-asserted-by":"publisher","DOI":"10.2307\/1924535"},{"key":"S0266466600012573_ref007","first-page":"174","article-title":"Power of the noncentral F test: effect of additional variates on Hotelling's T2 test","volume":"69","author":"Das Gupta","year":"1974","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466600012573_ref008","doi-asserted-by":"publisher","DOI":"10.2307\/2526709"},{"key":"S0266466600012573_ref032","doi-asserted-by":"publisher","DOI":"10.2307\/2526372"},{"key":"S0266466600012573_ref021","volume-title":"Least-squares theory and the Hausman specification test","author":"Fisher","year":"1985"},{"key":"S0266466600012573_ref031","volume-title":"The small sample performance of the information matrix test","author":"Orme","year":"1987"},{"key":"S0266466600012573_ref022","doi-asserted-by":"publisher","DOI":"10.2307\/2297160"},{"key":"S0266466600012573_ref012","doi-asserted-by":"publisher","DOI":"10.2307\/135016"},{"key":"S0266466600012573_ref006","unstructured":"6. 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