A simple artificial regression based LM test of asymmetry in the logit model
|Title:||A simple artificial regression based LM test of asymmetry in the logit model||Authors:||Murphy, Anthony||Permanent link:||http://hdl.handle.net/10197/1752||Date:||Oct-1994||Abstract:||A simple and convenient artificial regression based LM tests of asymmetry in the logit model is derived. The test does not use the outer product gradient (OPG) form and in thus likely to have fairly good small sample properties.||Type of material:||Working Paper||Publisher:||University College Dublin. School of Economics||Keywords:||Logit model; Asymmetry; LM tests; Artificial regression||Subject LCSH:||Econometrics--Mathematical models
|Language:||en||Status of Item:||Not peer reviewed|
|Appears in Collections:||Economics Working Papers & Policy Papers|
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