A simple artificial regression based test of the fit of binary choice models
Anthony Murphy ()
No 199418, Working Papers from School of Economics, University College Dublin
A simple artificial regression based test of the fit of the binary choice models is derived. the test statistic is likely to have reasonable small sample properties since it is not based on the outer product gradient form of the conditional moment test.
Keywords: Binary choice models; Fit; Conditional moment test; Outer product gradient form; 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/10197/1761 First version, 1994 (application/pdf)
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Persistent link: https://EconPapers.repec.org/RePEc:ucn:wpaper:199418
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