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A Simple Representation of the Bera-Jarque-Lee Test for Probit Models

Joachim Wilde ()

No 13/2007, IWH Discussion Papers from Halle Institute for Economic Research (IWH)

Abstract: The inference in probit models relies on the assumption of normality. However, tests of this assumption are not implemented in standard econometric software. Therefore, the paper presents a simple representation of the Bera-Jarque-Lee test, that does not require any matrix algebra. Furthermore, the representation is used to compare the Bera-Jarque- Lee test with the RESET-type test proposed by Papke and Wooldridge (1996).

Keywords: probit model; Lagrange multiplier test; normality assumption; artificial regression (search for similar items in EconPapers)
JEL-codes: C25 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:iwhdps:iwh-13-07

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