On specification testing of ordered discrete choice models

DOI10.1016/J.JECONOM.2007.08.004MaRDI QIDQ291112zbMATH OpenOpenAlexFDO

Authors Juan Mora, Ana I. Moro-Egido

Publication date 6 June 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.08.004

zbMATH Keywords

simulationspecification testsordered discrete choice models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Testing for discrete choice models
• Specifying and testing econometric models for rank-ordered data
• A specification test for discrete choice models
• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.
• Simple LM tests of mis-specification for ordered logit models

Cites work

• A Conditional Kolmogorov Test
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
• A test of the normality assumption in the ordered probit model
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Bootstrap Approximations in Model Checks for Regression
• Data-driven rate-optimal specification testing in regression models
• Diagnostic testing and evaluation of maximum likelihood models
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Model Checks for Generalized Linear Models
• Nonparametric model checks for regression
• Simple LM tests of mis-specification for ordered logit models
• Specification tests in ordered logit and probit models
• TESTS OF RANK

Cited in

(9)

• A specification test for discrete choice models
• Empirical tests of stochastic binary choice models
• A generalized ordered Probit model
• Specifying and testing econometric models for rank-ordered data
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
• New goodness-of-fit diagnostics for conditional discrete response models
• Testing for discrete choice models
• A smooth nonparametric conditional density test for categorical responses
• On the use of enumeration for investigating the performance of hypothesis tests for economic models with a discrete response variable

This page was built for publication: On specification testing of ordered discrete choice models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q291112)