Abstract
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 language | English (US) |
|---|---|
| Pages (from-to) | 1-19 |
| Number of pages | 19 |
| Journal | Econometric Reviews |
| Volume | 16 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 1 1997 |
| Externally published | Yes |
Keywords
- Lagrange multiplier test
- Mote carlo simulations
- Normality
- Ordered probit
- Specification tests
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