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Testing normality in bivariate probit models : a simple artificial regression based LM test
Author(s)
Date Issued
1994-12
Date Available
2010-01-14T16:38:38Z
Abstract
A simple and convenient LM test of normality in the bivariate probit model is derived. The alternative hypothesis is based on a form of truncated Gram Charlier Type series. The LM test may be calculated as an artificial regression. However, the proposed artificial regression does not use the outer product gradient form. Thus it is likely to perform reasonably well in small samples.
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
WP94/27
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Not peer reviewed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_27.pdf
Size
371.15 KB
Format
Adobe PDF
Checksum (MD5)
c741a3599fbb88ada8835fd0d3351f62
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