Alternative Multivariate Tests in Limited Dependent Variable Models: An Empirical Assessment

F. Jerry Ingram and Emma L. Frazier

Journal of Financial and Quantitative Analysis, 1982, vol. 17, issue 2, 227-240

Abstract: Recently, a debate has developed in both the theoretical and applied statistical literature regarding the appropriateness of various techniques in analytical models with limited (particularly, 0-1) dependent variables. In financial research, limited dependent variable models usually arise in one of two ways:1. classification (or discrimination)--assigning observations to discrete, a priori determined groups, or2. regression--relating a qualitative dependent variable to one or more independent variables (which may or may not be qualitative).

Date: 1982
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