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Testing Logit Models in Practice

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  • Lechner, Michael

Abstract

The aim of the paper is to provide the practioner with easily implementable procedures, both numerical and graphical, to test the specification of the dichotomous, linear-in-coefficients logit model. We discuss the performance of these asymptotic methods in small samples on the basis of Monte Carlo simulations and apply them to a cross-section study of female labor supply in West Germany.

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Bibliographic Info

Article provided by Springer in its journal Empirical Economics.

Volume (Year): 16 (1991)
Issue (Month): 2 ()
Pages: 177-98

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Handle: RePEc:spr:empeco:v:16:y:1991:i:2:p:177-98

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Cited by:
  1. Steven Lehrer & Gregory Kordas, 2004. "Matching using Semiparametric Propensity Scores," Econometric Society 2004 North American Summer Meetings 441, Econometric Society.
  2. J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
  3. 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).
  4. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
  5. 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.
  6. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.

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