The asymptotic distribution of the sum of weighted squared residuals in binary choice models

DOI10.1111/J.1467-9574.1990.TB01527.XMaRDI QIDQ3198692zbMATH OpenOpenAlexWikidataFDO

Authors Frank Windmeijer

Publication date 1990

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1990.tb01527.x

zbMATH Keywords

logistic regressionchi-square testdiscrete choicegoodness of fitbinary choice modelssum of weighted squared residuals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites work

• Assessing the Fit of the Logistic Model: A Case Study of Children with the Haemolytic Uraemic Syndrome
• Chi-Square Diagnostic Tests for Econometric Models: Theory
• Goodness of fit tests for the multiple logistic regression model
• Graphical Methods for Assessing Logistic Regression Models
• Logistic regression diagnostics
• The Logit Model in Economics

Cited in

(2)

• Goodness-of-fit measures in binary choice models¹
• A goodness‐of‐fit test in the multinomial legit model based on weighted squared residuals

This page was built for publication: The asymptotic distribution of the sum of weighted squared residuals in binary choice models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3198692)