The Calculation of the Information Matrix Test for Binary Data Models
AbstractThis paper presents a simple calculation procedure for the information matrix test statistic, in the context of binary data models, which employs the asymptotically efficient maximum likelihood estimator of the covariance matrix, as opposed to the highly stochastic "output product of the gradient" estimator proposed by T. Lancaster (1984) and others. Copyright 1988 by Blackwell Publishers Ltd and The Victoria University of Manchester
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoArticle provided by University of Manchester in its journal The Manchester School of Economic & Social Studies.
Volume (Year): 56 (1988)
Issue (Month): 4 (December)
Contact details of provider:
Postal: Manchester M13 9PL
Phone: (0)161 275 4868
Fax: (0)161 275 4812
Web page: http://www.socialsciences.manchester.ac.uk/disciplines/economics/
More information through EDIRC
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Lechner, Michael, 1999.
"An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany,"
IZA Discussion Papers
93, Institute for the Study of Labor (IZA).
- Michael Lechner, 2000. "An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany," Journal of Human Resources, University of Wisconsin Press, vol. 35(2), pages 347-375.
- Lechner, Michael, 1996. "An Evaluation of Public Sector Sponsored Continuous Vocational Training Programs in East Germany," Discussion Papers 539, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
- Russell Davidson & James G. MacKinnon, 1994.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
903, Queen's University, Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
- Xie, Xian-Jin & Pendergast, Jane & Clarke, William, 2008. "Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2703-2713, January.
- Lechner, Michael & Smith, Jeffrey A., 2003.
"What is the Value Added by Caseworkers?,"
IZA Discussion Papers
728, Institute for the Study of Labor (IZA).
- Lechner, Michael & Smith, Jeffrey, 2003. "What is the Value Added by Caseworkers?," CEPR Discussion Papers 3825, C.E.P.R. Discussion Papers.
- Michael Lechner & Jeffrey Smith, 2003. "What is the Value Added by Caseworkers?," University of St. Gallen Department of Economics working paper series 2003 2003-05, Department of Economics, University of St. Gallen.
- Michael Lechner & Jeffrey Smith, 2003. "What is the Value Added by Caseworkers?," University of Western Ontario, CIBC Centre for Human Capital and Productivity Working Papers 20031, University of Western Ontario, CIBC Centre for Human Capital and Productivity.
- Martina Lauk, 2003. "Ökonometrische Analyse der Entscheidungspraxis des Bundeskartellamtes," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 223(6), pages 680-711, November.
- repec:ner:leuven:urn:hdl:123456789/121580 is not listed on IDEAS
- Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
- Heinz König & Michael Lechner, 1994.
"Some Recent Developments in Microeconometrics - A Survey,"
Swiss Journal of Economics and Statistics (SJES),
Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
- König, Heinz & Lechner, Michael, 1994. "Some recent developments in microeconometrics: A survey," ZEW Discussion Papers 94-12, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
- Dhaene, Geert & Hoorelbeke, Dirk, 2004.
"The information matrix test with bootstrap-based covariance matrix estimation,"
Elsevier, vol. 82(3), pages 341-347, March.
- Geert Dhaene & Dirk Hoorelbeke, 2002. "The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation," Center for Economic Studies - Discussion papers ces0211, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Maria Concetta Chiuri, 1999. "Intra-Household Allocation of Time and Resources: Empirical Evidence on a Sample of Italian Households with Young Children," CSEF Working Papers 15, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
- Russell Davidson & James G. MacKinnon, 1987.
"Testing for Consistency using Artificial Regressions,"
687, Queen's University, Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(03), pages 363-384, December.
- Lechner, Michael, 1995. "Effects of continuous off-the-job training in East Germany after unification," ZEW Discussion Papers 95-27, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.