A test of the normality assumption in ordered probit model

DOI10.1080/07474939708800369MaRDI QIDQ4355141zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

censoringspecification testsMonte Carlo simulationsLagrange 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

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Diagnostic testing and evaluation of maximum likelihood models
• Distributional specification tests against semiparametric alternatives
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Model specification tests. A simultaneous approach
• Testing the Normality Assumption in Limited Dependent Variable Models

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

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