Artificial regression based mis-specification tests for discrete choice models

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Title: Artificial regression based mis-specification tests for discrete choice models
Authors: Murphy, Anthony
Permanent link: http://hdl.handle.net/10197/1760
Date: Jul-1994
Abstract: LM tests for omitted variables, neglected heteroscedasticity and other mis-specifications in general discrete choice models may be simply and conveniently calculated using an artificial regression. This artificial regression approach is likely to have better small sample properties than the more common outer product gradient (OPG) form of LM test.
Type of material: Working Paper
Publisher: University College Dublin. School of Economics
Keywords: Discrete choice;LM mis-specification tests;Artificial regressions
Subject LCSH: Regression analysis
Econometrics--Mathematical models
Language: en
Status of Item: Not peer reviewed
Appears in Collections:Economics Working Papers & Policy Papers

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