1,185
Views
21
CrossRef citations to date
0
Altmetric
Original Articles

Specification tests in ordered logit and probit models

Pages 361-391 | Published online: 21 Mar 2007

References

  • Albert , A. and Anderson , J. A. 1984 . On the Existence of Maximum Like-lihood Estimates in Logistic Regression Models . Biometrika , 71 : 1 – 10 .
  • Amemiya , T. Advanced Econometrics , Cambridge : Harvard University Press .
  • Andrews , D. W. K. 1988 . Chi-Squared Diagnostic Tests for Econometric Models: Theory . Econometrica , 56 : 1419 – 1453 .
  • Bera , Jarque , C. M. and Lee , L-F. 1984 . Testing the Normality Assumption in Limited Dependent Variable Models . International Economic Review , 25 : 563 – 578 .
  • Chesher , A. 1984 . Testing for Neglected Heterogeneity . Econometrica , 52 : 865 – 872 .
  • Chesher , A. 1987 . Residual Analysis in the Grouped and Censored Normal Linear Model . Journal of Econometrics , 34 : 33 – 61 .
  • Davidson , R. and MacKinnon , J. G. 1983 . Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test . Econmies Letters , 12 : 269 – 275 .
  • Davidson , R. and MacKinnon , J. G. 1984 . Convenient Specification Tests for Logit and Probit Models . Journal of Econometries , 25 : 241 – 262 .
  • Gourierox , C. , Monfort , A. , Renault , E. and Trognon , A. 1987 . Generalised Residuals . Journal of Econometrics , 31 : 5 – 32 .
  • W. H. “ Econometric Analysis ” . In second edition , New York : Macmillan .
  • Johnson , N. L. and Kotz , S. Continuous Univariate Distributions-1 , New York : Wiley .
  • Lancaster , T. 1984 . The Covariance Matrix of the Information Matrix Test . Econometrica , 52 : 1051 – 1053 .
  • Moon , C -G. 1988 . Simultaneous Specification Test in a Binary Logit Model: Skewness and Heteroscedasticity . Communications in Statistics - Theory and Methods , 17 : 3361 – 3387 .
  • Newey , W. K. 1985 . Maximum Likelihood Specification Testing and Conditional Moment Tests . Econometrica , 53 : 1047 – 1070 .
  • Pagan , A. 1989 . Diagnostic Tests for Models Based on Individual Data: A Survey . Journal of Applied Econometries , 4 : 529 – 559 .
  • Pratt , J. W. 1981 . Concavity of the Log Likelihood . Journal of the American Statistical Association , 76 : 103 – 106 .
  • Ruud , P. 1984 . Tests for Specification in Econometrics . Econometric Reviews , 3 : 211 – 242 .
  • Skells , C. L. and Vella , F. 1991 . A Monte Carlo Investigation of the Performance of Conditional Moment Tests in Tobit and Probit Models . paper presented at the Australasian Meetings of the Econometric Society , 3
  • Weiss , A. A. 1987 . The Effects of Helmet Use on the Severity of Head Injuries in Motorcycle Accidents . Journal of the American Statistical Association , : 48 – 56 .
  • White , H. 1982 . Maximum Likelihood Estimation in Misspecified Models . Econometrica , 50 : 1 – 25 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.