A test of the normality assumption in ordered probit model

Paul Glewwe

Econometric Reviews, 1997, vol. 16, issue 1, 1-19

Abstract: This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered probit model. The test is presented both for the standard ordered probit model and a version in which censoring is present in the dependent variable. The test is then compared to normality tests proposed here compares favorably to tests based on artificial regression techinques.

Keywords: Ordered Probit; Normality; Specification Tests; Lagrange Multiplier Test; Mote Carlo Simulations (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (17)

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DOI: 10.1080/07474939708800369

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