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A test of the normality assumption in ordered probit model

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  • P. Glewwe

Abstract

This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered probit model. The test is presented both for the standard ordered probit model and a version in which censoring is present in the dependent variable. The test is then compared to normality tests proposed here compares favorably to tests based on artificial regression techinques.

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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Econometric Reviews.

Volume (Year): 16 (1997)
Issue (Month): 1 ()
Pages: 1-19

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Handle: RePEc:taf:emetrv:v:16:y:1997:i:1:p:1-19

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Related research

Keywords: Ordered Probit; Normality; Specification Tests; Lagrange Multiplier Test; Mote Carlo Simulations;

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Cited by:
  1. 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.
  2. Dobson, Stephen & Goddard, John, 2003. "Persistence in sequences of football match results: A Monte Carlo analysis," European Journal of Operational Research, Elsevier, vol. 148(2), pages 247-256, July.
  3. Takeshima, Hiroyuki & Winter-Nelson, Alex, 2010. "Sales location and supply response among semisubsistence farmers in Benin," IFPRI discussion papers 999, International Food Policy Research Institute (IFPRI).
  4. Audas, Rick & Dobson, Stephen & Goddard, John, 2002. "The impact of managerial change on team performance in professional sports," Journal of Economics and Business, Elsevier, vol. 54(6), pages 633-650.
  5. Baojin Wang & David Hensher & Tu Ton, 2002. "Safety in the road environment: a driver behavioural response perspective," Transportation, Springer, vol. 29(3), pages 253-270, August.
  6. Goddard, John, 2005. "Regression models for forecasting goals and match results in association football," International Journal of Forecasting, Elsevier, vol. 21(2), pages 331-340.
  7. Ruud H. Koning, 1999. "Competitive Balance in Dutch Soccer," Industrial Organization 9905001, EconWPA.

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