Testing Logit Models in Practice
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.Download Info
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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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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- 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.
- J M C Santos Silva, 1996. "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers 96-28 ISSN 1350-6722, University College London, Department of Economics.
- 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, 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).
- 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.
- 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 and Francis Journals, vol. 28(2), pages 167-182.
- Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
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