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Artificial regression based LM test of mis-specification for ordered logit models
Author(s)
Date Issued
1994-12
Date Available
2010-01-14T16:41:06Z
Abstract
Lagrange Multiplier tests for omitted variables , heteroscedasticity, incorrect functional form and asymmetry in the ordered logit model may be readily calculated using an artificial regression. The proposed artificial regression is both convenient and likely to have better small sample properties than the more common outer product gradient based artificial regression.
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
WP94/28
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Not peer reviewed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
File(s)
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Name
wp94_28.pdf
Size
716.54 KB
Format
Adobe PDF
Checksum (MD5)
70f2eb27f1519a8069630b0af48f931f
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