A test of the normality assumption in ordered probit model

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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.

Original languageEnglish (US)
Pages (from-to)1-19
Number of pages19
JournalEconometric Reviews
Issue number1
StatePublished - Jan 1 1997
Externally publishedYes


  • Lagrange multiplier test
  • Mote carlo simulations
  • Normality
  • Ordered probit
  • Specification tests


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