Simulataneous specicication test in a binary logit

DOI10.1080/03610928808829809MaRDI QIDQ3473038zbMATH OpenOpenAlexFDO

Authors Choon-Geol Moon

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829809

zbMATH Keywords

bivariate chi-square distributionsBonferroni's inequalitygeneralized logistic distributionsheteroscedasticityKhatri-Jensens's inequalitylogit modelmisspecification testnonnormalityscore testsimultaneous testskewnessTobit model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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Cites work

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Cited in

(3)

• scientific article; zbMATH DE number 6533240 (Why is no real title available?)
• Heterogeneous skewness in binary choice models: Predicting outcomes in the men's NCAA basketball tournament
• Specification tests in ordered logit and probit models

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