Specification tests in ordered logit and probit models

DOI10.1080/07474939708800394MaRDI QIDQ4373274zbMATH OpenOpenAlexFDO

Authors Andrew A. Weiss

Publication date 21 January 1998

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939708800394

zbMATH Keywords

chi-squared goodness of fit testsinformation matrix testsLagrange multiplier

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30) Generalized linear models (logistic models) (62J12)

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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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