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
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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)
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