A simple artificial regression based test of the fit of binary choice models

File(s)
FileDescriptionSizeFormat
Download wp94_18.pdf256.61 KB
Author(s)
Uri
Date Issued
October 1994
Date Available
13T17:12:08Z January 2010
Abstract
A simple artificial regression based test of the fit of the binary choice models is derived. the test statistic is likely to have reasonable small sample properties since it is not based on the outer product gradient form of the conditional moment test.
External Notes
A hard copy is available in UCD Library at GEN 330.08 IR/UNI
Type of Material
Working Paper
Publisher
University College Dublin. School of Economics
Series
UCD Centre for Economic Research Working Paper Series
WP94/18
Keywords
Classification
C35
Subject – LCSH
Econometrics--Mathematical models
Regression analysis
Language
English
Status of Item
Not peer reviewed
This item is made available under a Creative Commons License
Owning collection
Economics Working Papers & Policy Papers