A simple artificial regression based LM test of asymmetry in the logit model
Anthony Murphy ()
No 199417, Working Papers from School of Economics, University College Dublin
A simple and convenient artificial regression based LM tests of asymmetry in the logit model is derived. The test does not use the outer product gradient (OPG) form and in thus likely to have fairly good small sample properties.
Keywords: Logit model; Asymmetry; LM tests; Artificial regression; Econometrics--Mathematical models; Regression analysis (search for similar items in EconPapers)
JEL-codes: C35 (search for similar items in EconPapers)
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http://hdl.handle.net/10197/1752 First version, 1994 (application/pdf)
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Persistent link: https://EconPapers.repec.org/RePEc:ucn:wpaper:199417
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