Artificial regression based LM tests of mis-specification for ordered probit models
|Title:||Artificial regression based LM tests of mis-specification for ordered probit models||Authors:||Murphy, Anthony||Permanent link:||http://hdl.handle.net/10197/1763||Date:||Oct-1994||Abstract:||Lagrange Multiplier (LM) tests for omitted variables, heteroscedasticity, incorrect functional form, and non-normality in the ordered probit model may be readily calculated using an artificial regression. The proposed artificial regression is both convenient and likely to have better small sample properties than the more common outer product gradient (OPG) form.||Type of material:||Working Paper||Publisher:||University College Dublin. School of Economics||Keywords:||Ordered probit; Lagrange multipier tests; Mis-specification; Artifical regression; Outer product gradient||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|Language:||en||Status of Item:||Not peer reviewed|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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