Simple LM tests of mis-specification for ordered logit models

DOI10.1016/S0165-1765(96)00864-6MaRDI QIDQ1350857zbMATH OpenWikidataFDO

Authors Anthony B. Murphy

Publication date 27 February 1997

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Artificial regressionLagrange multiplier TestOrdered logit

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Recommendations

• A test of the normality assumption in ordered probit model
• Specification tests in ordered logit and probit models
• On specification testing of ordered discrete choice models
• Specification Tests Based on Artificial Regressions
• A general approach to Lagrange multiplier model diagnostics

Cites work

• scientific article; zbMATH DE number 3930202 (Why is no real title available?)
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Local Asymptotic Specification Error Analysis
• Model Specification Tests Based on Artificial Linear Regressions
• Small sample properties of alternative forms of the Lagrange multiplier test

Cited in

(4)

• Simulataneous specicication test in a binary logit
• On specification testing of ordered discrete choice models
• Keep it simple: estimation strategies for ordered response models with fixed effects
• Specification Tests Based on Artificial Regressions

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