IDEAS home Printed from https://ideas.repec.org/p/ucn/wpaper/199428.html
   My bibliography  Save this paper

Artificial regression based LM test of mis-specification for ordered logit models

Author

Listed:
  • Anthony Murphy

Abstract

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.

Suggested Citation

  • Anthony Murphy, 1994. "Artificial regression based LM test of mis-specification for ordered logit models," Working Papers 199428, School of Economics, University College Dublin.
    • Handle: RePEc:ucn:wpaper:199428
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10197/1769
    File Function: First version, 1994
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Ordered logit; Lagrange multiplier test; Artificial regression; Econometrics--Mathematical models; Regression analysis;
    All these keywords.

    JEL classification:

    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ucn:wpaper:199428. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Nicolas Clifton (email available below). General contact details of provider: https://edirc.repec.org/data/educdie.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.