Artificial regression based LM test of mis-specification for ordered logit models
Anthony Murphy ()
No 199428, Working Papers from School of Economics, University College Dublin
Lagrange Multiplier tests for omitted variables , heteroscedasticity, incorrect functional form and asymmetry in the ordered logit model may be readily calculated using an artificial regression. The proposed artificial regression is both convenient and likely to have better small sample properties than the more common outer product gradient based artificial regression.
Keywords: Ordered logit; Lagrange multiplier test; 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/10197/1769 First version, 1994 (application/pdf)
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Persistent link: https://EconPapers.repec.org/RePEc:ucn:wpaper:199428
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