Testing normality in bivariate probit models : a simple artificial regression based LM test
|Title:||Testing normality in bivariate probit models : a simple artificial regression based LM test||Authors:||Murphy, Anthony||Permanent link:||http://hdl.handle.net/10197/1768||Date:||Dec-1994||Abstract:||A simple and convenient LM test of normality in the bivariate probit model is derived. The alternative hypothesis is based on a form of truncated Gram Charlier Type series. The LM test may be calculated as an artificial regression. However, the proposed artificial regression does not use the outer product gradient form. Thus it is likely to perform reasonably well in small samples.||Type of material:||Working Paper||Publisher:||University College Dublin. School of Economics||Series/Report no.:||UCD Centre for Economic Research Working Paper Series; WP94/27||Keywords:||Bivariate probit; Normality; Truncated Gram Charlier series; LM test; 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|Language:||en||Status of Item:||Not peer reviewed|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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