Artificial regression based LM test of mis-specification for ordered logit models
|Title:||Artificial regression based LM test of mis-specification for ordered logit models||Authors:||Murphy, Anthony||Permanent link:||http://hdl.handle.net/10197/1769||Date:||Dec-1994||Abstract:||Lagrange Multiplier tests for omitted variables , heteroscedasticity, incorrect functional form and asymmetry in the ordered logit 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 based artificial regression.||Type of material:||Working Paper||Publisher:||University College Dublin. School of Economics||Keywords:||Ordered logit;Lagrange multiplier 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|Language:||en||Status of Item:||Not peer reviewed|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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