The convenient calculation of some test statistics in models of discrete choice
Perman, Roger and Holden, Darryl (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.
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Item type: Monograph(Discussion paper) ID code: 53327 Dates: DateEventOctober 2014PublishedSubjects: Social Sciences > Economic Theory
Social Sciences > StatisticsDepartment: Strathclyde Business School > Economics Depositing user: Pure Administrator Date deposited: 09 Jun 2015 13:23 Last modified: 20 Mar 2024 01:37 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/53327
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