Specification test for binary choice models based on index quantiles
type: Item
instance of: scholarly article
title: Specification test for binary choice models based on index quantiles
zbMATH Open document ID: 0806.62098
DOI: 10.1016/0304-4076(93)90030-9
author: Roger W. Klein
published in: Journal of Econometrics
publication date: 1994-02-16T00:00:00Z
review text: For binary choice models a distance statistic is proposed, which defines a measure between parametric choice probabilities under the null hypothesis and a suitable nonparametric or semiparametric alternative. The paper establishes the asymptotic distribution of the statistic under the null hypothesis and obtains power results under local alternatives. The test statistics are applied to data on labor force participation decision of married women and the more powerful of the two test statistics detects departures from normality.
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 502946
zbMATH Keywords: specification tests
zbMATH Keywords: binary choice models
zbMATH Keywords: distance statistic
zbMATH Keywords: choice probabilities
zbMATH Keywords: semiparametric
zbMATH Keywords: power results
zbMATH Keywords: local alternatives
zbMATH Keywords: labor force participation
MaRDI profile type: Publication
full work available at URL: 0304-4076(93)90030-9
OpenAlex ID: W2087094776
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description: scientific article; zbMATH DE number 502946