The convenient calculation of some test statistics in models of discrete choice

Darryl Holden () and Roger Perman
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Darryl Holden: Department of Economics, University of Strathclyde

No 1410, Working Papers from University of Strathclyde Business School, Department of Economics

Abstract: The paper considers the use of artiï¬ cial regression in calculating different types of score test when the logâˆ'likelihood is based on probabilities rather than densities. The calculation of the information matrix test is also considered. Results are specialised to deal with binary choice (logit and probit) models.

Keywords: score test; information matrix; artificial regression (search for similar items in EconPapers)
JEL-codes: C1 C12 C2 C4 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2014-10
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Related works:
Working Paper: The convenient calculation of some test statistics in models of discrete choice (2014)
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