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(University College Dublin. School of Economics, 1994-07)A convenient artifical regression based LM test of non-normality in the probit model is derived using a Gram Charlier type A alternative. The test is simply derived and may be extended to the bivariate probit case. The ...
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(University College Dublin. School of Economics, 1994-10)Lagrange Multiplier (LM) tests for omitted variables, heteroscedasticity, incorrect functional form, and non-normality in the ordered probit model may be readily calculated using an artificial regression. The proposed ...
Now showing items 1-2 of 2