A simple LM test for zero correlation in the censored bivariate probit model

Anthony Murphy ()

No 199425, Working Papers from School of Economics, University College Dublin

Abstract: A simple artificial regression based on Lagrange Multiplier (LM) test for zero correlation in the censored bivariate probit model is derived. The outer product gradient form of the LM test is not used so the proposed test is likely to have good small sample properties.

Keywords: Censored bivariate probit model; Zero correlation; LM test; Artificial regression; Regression analysis; Probits; Econometrics--Mathematical models (search for similar items in EconPapers)
JEL-codes: C35 (search for similar items in EconPapers)
Date: 1994-11
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http://hdl.handle.net/10197/1955 First version, 1994 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:ucn:wpaper:199425

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