The Convenient Calculation of some Test Statistics in Models of Discrete Choice

Holden, Darryl and Perman, Roger (2014) The Convenient Calculation of some Test Statistics in Models of Discrete Choice. Discussion paper. University of Strathclyde, Glasgow.

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Abstract

The paper considers the use of artificial regression in calculating different types of score test when the log-likelihood is based on probabilities rather than densities. The calculation of the information matrix test is also considered. Results are specialised to deal with binary choice (logit and probit) models.

ORCID iDs

Holden, Darryl ORCID: https://orcid.org/0000-0002-4333-6116

Perman, Roger ORCID: https://orcid.org/0000-0002-6862-7462

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• Item metadata

  Item type:	Monograph(Discussion paper)
  ID code:	53327
  Dates:	Date Event 21 October 2014 Published
  Subjects:	Social Sciences > Economic Theory Social Sciences > Statistics
  Department:	Strathclyde Business School > Economics
  Depositing user:	Pure Administrator
  Date deposited:	09 Jun 2015 13:23
  Last modified:	20 Nov 2024 16:50
  Related URLs:	Publisher
  URI:	https://strathprints.strath.ac.uk/id/eprint/53327