annaren wrote:Sorry but can anybody help me on the previous post (I have read the chapter THOROUGHLY)
Thanks
Generally, if it isn't in the book, or the MARK helpfile, then it doesn't exist within MARK. Simple as that.
As for the larger literature, thats why they invented search engines.

And, if it existed in the larger literature, Gary would put it into MARK, and it would then end up in the book (sooner or later). So, there is a non-zero probability that if it isn't in the MARK helpfile, or the book, then it doesn't exist. This is not the case for certain classes of models, but for closed estimators probably reasonable to assume as much.
As noted in the book, the problem is that there is no unambiguous way to define the saturated model (a requirement for generating a robust GOF test). While there are saturated models for some tests, as soon as you get into heterogeneity models, no such luck.