A simple artificial regression based test of the fit of binary choice models

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Title: A simple artificial regression based test of the fit of binary choice models
Authors: Murphy, Anthony
Permanent link: http://hdl.handle.net/10197/1761
Date: Oct-1994
Abstract: A simple artificial regression based test of the fit of the binary choice models is derived. the test statistic is likely to have reasonable small sample properties since it is not based on the outer product gradient form of the conditional moment test.
Type of material: Working Paper
Publisher: University College Dublin. School of Economics
Series/Report no.: UCD Centre for Economic Research Working Paper Series; WP94/18
Keywords: Binary choice modelsFitConditional moment testOuter product gradient form
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Status of Item: Not peer reviewed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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