Specification tests in ordered logit and probit models

DOI10.1080/07474939708800394zbMath0914.62014OpenAlexW2079406192MaRDI QIDQ4373274

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

Lagrange multiplierinformation matrix testschi-squared goodness of fit tests

Mathematics Subject Classification ID

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

Related Items (3)

On specification testing of ordered discrete choice models ⋮ Bayesian inference for an adaptive ordered probit model: an application to brain computer interfacing ⋮ Persistence in sequences of football match results: A Monte Carlo analysis.

Cites Work

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• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Small sample properties of alternative forms of the Lagrange multiplier test
• Residual analysis in the grouped and censored normal linear model
• Generalised residuals
• On the existence of maximum likelihood estimates in logistic regression models
• Simulataneous specicication test in a binary logit
• Testing for Neglected Heterogeneity
• The Covariance Matrix of the Information Matrix Test
• Testing the Normality Assumption in Limited Dependent Variable Models
• Concavity of the Log Likelihood
• Chi-Square Diagnostic Tests for Econometric Models: Theory
• Maximum Likelihood Estimation of Misspecified Models

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