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

DOI10.1111/j.1467-9574.1990.tb01527.xzbMath0713.62019OpenAlexW2020963997WikidataQ63353188 ScholiaQ63353188MaRDI QIDQ3198692

Frank A. G. 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)

Related Items (2)

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

Cites Work

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

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