A test of the normality assumption in ordered probit model
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Publication:4355141
DOI10.1080/07474939708800369zbMath0891.62088OpenAlexW1974903916MaRDI QIDQ4355141
Publication date: 17 September 1997
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939708800369
Monte Carlo simulationscensoringspecification testsLagrange multiplier testordered probit modelartificial regression
Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)
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Cites Work
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Diagnostic testing and evaluation of maximum likelihood models
- Distributional specification tests against semiparametric alternatives
- Model specification tests. A simultaneous approach
- Testing the Normality Assumption in Limited Dependent Variable Models
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