Simulataneous specicication test in a binary logit

DOI10.1080/03610928808829809zbMath0696.62067OpenAlexW2086544873MaRDI QIDQ3473038

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

heteroscedasticityscore testskewnessBonferroni's inequalityTobit modelmisspecification testlogit modelnonnormalitysimultaneous testbivariate chi-square distributionsgeneralized logistic distributionsKhatri-Jensens's inequality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (1)

Specification tests in ordered logit and probit models

Cites Work

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