Prediction tests in limited dependent variable models (Q1104020)
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scientific article; zbMATH DE number 4054883
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| English | Prediction tests in limited dependent variable models |
scientific article; zbMATH DE number 4054883 |
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Prediction tests in limited dependent variable models (English)
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1987
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This paper discusses the problem of assessing the predictive power of a model in the class of limited dependent variable models. The use of dummy variables in this context in standard regression models has been discussed in \textit{D. S. Salkever}, J. Econ. 4, 393-397 (1976; Zbl 0348.62032), however problems emerge if such an approach is taken when the dummy appears in a limit of an integral that has to be evaluated. The paper proposes tests of predictive power which circumvent these problems.
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limited dependent variable models
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dummy variables
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tests of predictive power
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0.757053017616272
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0.7545735239982605
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0.7120347619056702
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0.7115773558616638
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