Murphy, Anthony(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 ...
Murphy, Anthony(University College Dublin. School of Economics, 1994-11)
A simple artificial regression based on Lagrange Multiplier (LM) test for zero correlation in the censored bivariate probit model is derived. The outer product gradient form of the LM test is not used so the proposed test ...
Fernihough, Alan(University College Dublin. School of Economics, 2011-10)
This paper outlines a simple routine to calculate the marginal effects of logit and probit regressions using the popular statistical software package R. I compare results obtained using this procedure with those produced ...
Murphy, Anthony(University College Dublin. School of Economics, 1994-12)
A simple and convenient LM test of normality in the bivariate probit model is derived. The alternative hypothesis is based on a form of truncated Gram Charlier Type series. The LM test may be calculated as an artificial ...
Murphy, Anthony(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 ...
This paper uses a discrete choice approach to investigate factors influencing starting and quitting smoking, in particular the role of tobacco taxes. Standard probit analysis is applied to both starting and quitting. Tobacco ...
Denny, Kevin(University College Dublin. School of EconomicsUniversity College Dublin. Geary Institute, 2009-07)
I show a simple back-of-the-envelope method for calculating marginal effects in binary
choice and count data models. The approach suggested here focuses attention on
marginal effects at different points in the distribution ...
Roper, Stephen(University College Dublin. Institute for British-Irish Studies, 2006)
Cross-border and local cooperation can foster local learning and contribute positively to business performance and social cohesion. This paper considers firms’
economic motivation for both types of cooperation around the ...
Gillanders, Robert(University College Dublin. School of Economics, 2011-11)
This paper examines the effect that experiencing corruption has on an individual’s mental health using microeconomic data from the Afrobarometer surveys. The results show a statistically significant and economically ...
We examined the impact of employer-sponsored part-time college education on job mobility, using the case of the Tuition Assistance (TA) program of the U.S. Navy. We used two modeling approaches—a bivariate probit model of ...