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Testing Logit Models in Practice

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  • Lechner, Michael

Abstract

The aim of the paper is to provide the practioner with easily implementable procedures, both numerical and graphical, to test the specification of the dichotomous, linear-in-coefficients logit model. We discuss the performance of these asymptotic methods in small samples on the basis of Monte Carlo simulations and apply them to a cross-section study of female labor supply in West Germany.

Suggested Citation

  • Lechner, Michael, 1991. "Testing Logit Models in Practice," Empirical Economics, Springer, vol. 16(2), pages 177-198.
    • Handle: RePEc:spr:empeco:v:16:y:1991:i:2:p:177-98
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    Citations

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    Cited by:

    1. Michael Lechner, 2000. "An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany," Journal of Human Resources, University of Wisconsin Press, vol. 35(2), pages 347-375.
    2. Blundell, Richard & Laisney, Francois & Lechner, Michael, 1993. "Alternative Interpretations of Hours Information in an Econometric Model of Labour Supply," Empirical Economics, Springer, vol. 18(3), pages 393-415.
    3. J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
    4. Reitzig, Markus, 2004. "Improving patent valuations for management purposes--validating new indicators by analyzing application rationales," Research Policy, Elsevier, vol. 33(6-7), pages 939-957, September.
    5. Michael Lechner & Friedhelm Pfeiffer & Gert Wagner, 1991. "Die Arbeitsmarkterwartung in der DDR kurz vor der Währungsunion," Discussion Papers of DIW Berlin 22, DIW Berlin, German Institute for Economic Research.
    6. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
    7. Lechner, Michael & Pfeiffer, Friedhelm, 1993. "Planning for Self-Employment at the Beginning of a Market Economy: Evidence from Individual Data of East German Workers," Small Business Economics, Springer, vol. 5(2), pages 111-128, June.
    8. Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
    9. Steven Lehrer & Gregory Kordas, 2013. "Matching using semiparametric propensity scores," Empirical Economics, Springer, vol. 44(1), pages 13-45, February.
    10. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.

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