Specification tests in ordered logit and probit models
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Cites work
- Chi-Square Diagnostic Tests for Econometric Models: Theory
- Concavity of the Log Likelihood
- Generalised residuals
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- Maximum Likelihood Estimation of Misspecified Models
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- On the existence of maximum likelihood estimates in logistic regression models
- Residual analysis in the grouped and censored normal linear model
- Simulataneous specicication test in a binary logit
- Small sample properties of alternative forms of the Lagrange multiplier test
- Testing for Neglected Heterogeneity
- Testing the Normality Assumption in Limited Dependent Variable Models
- The Covariance Matrix of the Information Matrix Test
Cited in
(6)- Specifying and testing econometric models for rank-ordered data
- Simple LM tests of mis-specification for ordered logit models
- Persistence in sequences of football match results: A Monte Carlo analysis.
- Bayesian inference for an adaptive ordered probit model: an application to brain computer interfacing
- A specification test for discrete choice models
- On specification testing of ordered discrete choice models
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