A supremum-type RESET test for binary choice models
AbstractThis note introduces a supremum-type RESET statistic for testing the specification of binary choice regression models. A Monte Carlo simulation study reveals very promising results for the proposed statistic.
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Bibliographic InfoArticle provided by AccessEcon in its journal Economics Bulletin.
Volume (Year): 32 (2012)
Issue (Month): 1 ()
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binary models; RESET; misspecification; supremum; bootstrap.;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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- Donald W.K. Andrews & Werner Ploberger, 1992.
"Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative,"
Cowles Foundation Discussion Papers
1015, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
- Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages S29-59, Supplemen.
- Esmeralda A. Ramalho & Joaquim Ramalho, 2010.
"Alternative versions of the RESET test for binary response index models: a comparative study,"
CEFAGE-UE Working Papers
2010_09, University of Evora, CEFAGE-UE (Portugal).
- Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2012. "Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 107-130, 02.
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