A simple artificial regression based Lagrange multiplier test of normality in the probit model

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dc.contributor.author Murphy, Anthony
dc.date.accessioned 2010-05-10T16:33:24Z
dc.date.available 2010-05-10T16:33:24Z
dc.date.issued 1994-07
dc.identifier.uri http://hdl.handle.net/10197/1951
dc.description.abstract 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 outer product gradient form of LM test is not used so the proposed test is likely to perform reasonably well in small samples. The test is compared with two other existing tests. en
dc.description.sponsorship Not applicable en
dc.description.externalNotes A hard copy is available in UCD Library at GEN 330.08 IR/UNI en
dc.format.extent 337741 bytes
dc.format.mimetype application/pdf
dc.language.iso en en
dc.publisher University College Dublin. School of Economics en
dc.relation.ispartofseries UCD Centre for Economic Research Working Paper Series en
dc.relation.ispartofseries WP94/22 en
dc.subject Probit en
dc.subject Lagrange multiplier test en
dc.subject Non-normality en
dc.subject Gram Charlier series en
dc.subject Artificial regression en
dc.subject Outer product gradient en
dc.subject.classification C35 en
dc.subject.lcsh Probits en
dc.subject.lcsh Econometrics--Mathematical models en
dc.subject.lcsh Regression analysis en
dc.title A simple artificial regression based Lagrange multiplier test of normality in the probit model en
dc.type Working Paper en
dc.internal.availability Full text available en
dc.status Not peer reviewed en
dc.type.capturetechnique PDFimage en
dc.neeo.contributor Murphy|Anthony|aut| en


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