Testing the Normality Assumption in Limited Dependent Variable Models

DOI10.2307/2526219MaRDI QIDQ3702357zbMATH OpenOpenAlexFDO

Authors Anil K. Bera, Carlos M. Jarque, Lung-fei Lee

Publication date 1984

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526219

zbMATH Keywords

income-expenditure household surveyLagrange multiplier principlelimited dependent variable modelsnormality testsPearson familyprobittobit modelstruncated models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20)

Recommendations

• Efficient specification tests for limited dependent variable models
• A test of the normality assumption in ordered probit model
• A test of the normality assumption in the ordered probit model
• Testing the Normality Assumption in the Tobit Model
• Testing the normality assumption in multivariate simultaneous limited dependent variable models

Cited in

(32)

• Residual analysis in the grouped and censored normal linear model
• Bivariate alternatives to the Tobit model
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Specification tests for distributional assumptions in the Tobit model
• Prediction tests in limited dependent variable models
• Estimating a generalised censored regression model. A new method
• Simulated latent variable estimation of models with ordered categorical data
• A note on the score test for neglected heterogeneity in the truncated normal regression model
• The distribution of a Lagrange multiplier test of normality
• A test of the normality assumption in the ordered probit model
• A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
• Score tests of normality in bivariate probit models
• Testing for normality in a probit model with double selection.
• Sample selection models with monotone control functions
• A test for bivariate normality with applications in microeconometric models
• Testing normality: a GMM approach
• Robust misspecification tests for the Heckman's two-step estimator
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• Normality tests for latent variables
• A Note on Influence Assessment in Score Tests
• The Sample Selection Model from a Method of Moments Perspective
• Information-Theoretic Distribution Test with Application to Normality
• Testing the Normality Assumption in the Tobit Model
• scientific article; zbMATH DE number 3974147 (Why is no real title available?)
• Testing normality in econometric models
• Testing for normally in censored regressions
• A test of the normality assumption in ordered probit model
• Specification tests in ordered logit and probit models
• More on testing the normality assumption in the Tobit model
• Testing normality of latent variables in the polychoric correlation
• Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
• Bounded-influence estimators for the Tobit model

This page was built for publication: Testing the Normality Assumption in Limited Dependent Variable Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3702357)