The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata

DOI10.2307/1913520zbMath0597.62116OpenAlexW4235146423MaRDI QIDQ3730912

James J. Heckman

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913520

zbMATH Keywords

maximum likelihoodMoore-Penrose generalized inverseCholesky decompositionmultivariate regression modelmicrodatachi square distributionadjustment to the degrees of freedomchi square goodness of fit testnew goodness of fit statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

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