Artificial regression based mis-specification tests for discrete choice models
Citation:
Murphy, Anthony. 'Artificial regression based mis-specification tests for discrete choice models'. - Economic & Social Review, Vol. 26, No. 1, October, 1994, pp. 69-74, Dublin: Economic & Social Research InstituteDownload Item:
Abstract:
Lagrange Multiplier (LM) tests for omitted variables, neglected heteroscedasticity and
other mis-specifications in general discrete choice models may be simply and conveniently calculated using an artificial regression. This artificial regression approach is likely to have better small sample properties than the more common outer product gradient (OPG) form of LM test.
Author: Murphy, Anthony
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Economic & Social StudiesType of material:
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0012-9984Metadata
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