Power of tests in Binary Response Models

N.E. Savin () and Allan Würtz
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N.E. Savin: University of Iowa

Working Papers from University of Iowa, Department of Economics

Abstract: Most hypotheses in binary response models are composite. The null hypothesis is usually that one or more slope coefficients are zero. Typically, the sequence of alternatives of interest is one in which the slope coefficients are increasing in absolute value. In this papar, we prove that the power goes to zero for this sequence of alternatives of interest in cases which often occur in practice.

Keywords: ECONOMIC MODELS; ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C10 C11 (search for similar items in EconPapers)
Pages: 12 pages
Date: 1996
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Related works:
Journal Article: Power of Tests in Binary Response Models (1999)
Working Paper: Power of Tests in Binary Response Models (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:uia:iowaec:96-06

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