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A simple LM test for zero correlation in the censored bivariate probit model
Author(s)
Date Issued
1994-11
Date Available
2010-05-11T15:58:42Z
Abstract
A simple artificial regression based on Lagrange Multiplier (LM) test for zero correlation in the censored bivariate probit model is derived. The outer product gradient form of the LM test is not used so the proposed test is likely to have good small sample properties.
External Notes
A hard copy is available in UCD Library at GEN 330.08 IR/UNI
Sponsorship
Not applicable
Type of Material
Working Paper
Publisher
University College Dublin. School of Economics
Series
UCD Centre for Economic Research Working Paper Series
WP94/25
Classification
C35
Subject – LCSH
Regression analysis
Probits
Econometrics--Mathematical models
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Not peer reviewed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_25.pdf
Size
215.66 KB
Format
Adobe PDF
Checksum (MD5)
78421e51be53583212077230f8747e62
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