A simple LM test for zero correlation in the censored bivariate probit model

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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 modelZero correlationLM testArtificial regression
Subject LCSH: Regression analysis
Probits
Econometrics--Mathematical models
Language: en
Status of Item: Not peer reviewed
Appears in Collections:Economics Working Papers & Policy Papers

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