A test of the normality assumption in ordered probit model

DOI10.1080/07474939708800369zbMath0891.62088OpenAlexW1974903916MaRDI QIDQ4355141

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

zbMATH Keywords

Monte Carlo simulationscensoringspecification testsLagrange multiplier testordered probit modelartificial regression

Mathematics Subject Classification ID

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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