A simple LM test for zero correlation in the censored bivariate probit model
|Title:||A simple LM test for zero correlation in the censored bivariate probit model||Authors:||Murphy, Anthony||Permanent link:||http://hdl.handle.net/10197/1955||Date:||Nov-1994||Abstract:||A simple artificial regression based on Lagrange Multiplier (LM) test for zero correlation in the censored bivariate probit model is derived. The outer product gradient form of the LM test is not used so the proposed test is likely to have good small sample properties.||Funding Details:||Not applicable||Type of material:||Working Paper||Publisher:||University College Dublin. School of Economics||Series/Report no.:||UCD Centre for Economic Research Working Paper Series; WP94/25||Keywords:||Censored bivariate probit model; Zero correlation; LM test; Artificial regression||Subject LCSH:||Regression analysis
|Language:||en||Status of Item:||Not peer reviewed|
|Appears in Collections:||Economics Working Papers & Policy Papers|
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