A simple artificial regression based LM test of asymmetry in the logit model

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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
Regression analysis
Language: en
Status of Item: Not peer reviewed
Appears in Collections:Economics Working Papers & Policy Papers

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