A test of the normality assumption in ordered probit model
DOI10.1080/07474939708800369zbMATH Open0891.62088OpenAlexW1974903916MaRDI QIDQ4355141FDOQ4355141
Authors: Paul Glewwe 
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
Recommendations
- A test of the normality assumption in the ordered probit model
- Testing the Normality Assumption in Limited Dependent Variable Models
- Testing for normality in a probit model with double selection.
- Simple LM tests of mis-specification for ordered logit models
- Testing the Normality Assumption in the Tobit Model
censoringspecification testsMonte Carlo simulationsLagrange multiplier testordered probit modelartificial regression
Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)
Cites Work
- Title not available (Why is that?)
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Diagnostic testing and evaluation of maximum likelihood models
- Title not available (Why is that?)
- Testing the Normality Assumption in Limited Dependent Variable Models
- Model specification tests. A simultaneous approach
- Distributional specification tests against semiparametric alternatives
Cited In (7)
- Testing the normality assumption in multivariate simultaneous limited dependent variable models
- Score tests of normality in bivariate probit models
- Testing the Normality Assumption in the Tobit Model
- Persistence in sequences of football match results: A Monte Carlo analysis.
- Testing the Normality Assumption in Limited Dependent Variable Models
- Testing for normality in a probit model with double selection.
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
This page was built for publication: A test of the normality assumption in ordered probit model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4355141)
