A test of the normality assumption in ordered probit model

This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered probit model. The test is presented both for the standard ordered probit model and a version in which censoring is present in the dependent variable. The test is then compared to normality tests proposed here compares favorably to tests based on artificial regression techinques.

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Year of publication:	1997
Authors:	Glewwe, P.
Published in:	Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 16.1997, 1, p. 1-19
Publisher:	Taylor & Francis Journals
Subject:	Ordered Probit \| Normality \| Specification Tests \| Lagrange Multiplier Test \| Mote Carlo Simulations

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005157475