Artificial regression based LM test of mis-specification for ordered logit models

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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
Regression analysis
Language: en
Status of Item: Not peer reviewed
Appears in Collections:Economics Working Papers & Policy Papers

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