The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power

DOI10.1080/02664760020016082MaRDI QIDQ4540843zbMATH OpenOpenAlexFDO

Authors Teresa Aparicio, Inmaculada Villanúa

Publication date 28 July 2002

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760020016082

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Recommendations

• The Information Matrix Test for the Linear Model
• Specification test for binary choice models based on index quantiles
• A New Form of the Information Matrix Test
• Robustness of binary choice models to conditional heteroscedasticity
• Testing for Neglected Heterogeneity

Cites work

• A comparison of the power of some tests for conditional heteroscedasticity
• A Smoothed Maximum Score Estimator for the Binary Response Model
• An Efficient Semiparametric Estimator for Binary Response Models
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Diagnostic testing and evaluation of maximum likelihood models
• Estimation in truncated samples when there is heteroscedasticity
• Goodness-of-fit measures in binary choice models¹
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
• Specification Tests in Econometrics
• The Covariance Matrix of the Information Matrix Test

This page was built for publication: The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540843)