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Tests of the Specification of Univariate and Bivariate Ordered Probit

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  • J. S. Butler
  • Patrali Chatterjee

Abstract

This note presents tests of the specification of univariate and bivariate ordered probit. The test is sensitive to deviations from either normality or the exogeneity of the explanatory variables. As an example, the ownership of dogs and televisions, both sources of time-intensive entertainment, is studied. The specification for dogs is not rejected, the specification for televisions is rejected at the 2.0% level, and the specification of both together is rejected at the 1.3% level. © 1997 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

Suggested Citation

  • J. S. Butler & Patrali Chatterjee, 1997. "Tests of the Specification of Univariate and Bivariate Ordered Probit," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 343-347, May.
    • Handle: RePEc:tpr:restat:v:79:y:1997:i:2:p:343-347
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    Cited by:

    1. Shin KINOSHITA & Masayuki SATO & Takanori IDA, 2022. "Bayesian Probability Revision and Infection Prevention Behavior in Japan : A Quantitative Analysis of the First Wave of COVID-19," Discussion papers e-22-004, Graduate School of Economics , Kyoto University.
    2. Juan Mora & Ana I. Moro, 2006. "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD 2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    3. Bellemare, Charles & Kroger, Sabine, 2007. "On representative social capital," European Economic Review, Elsevier, vol. 51(1), pages 183-202, January.
    4. repec:dgr:kubcen:200347 is not listed on IDEAS
    5. 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.
    6. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
    7. repec:tiu:tiucen:200457 is not listed on IDEAS
    8. Mishra, Sabyasachee & Sharma, Ishant & Pani, Agnivesh, 2023. "Analyzing autonomous delivery acceptance in food deserts based on shopping travel patterns," Transportation Research Part A: Policy and Practice, Elsevier, vol. 169(C).
    9. Randall K. Filer & Marjorie Honig, 2005. "Endogenous Pensions and Retirement Behavior," Economics Working Paper Archive at Hunter College 410, Hunter College Department of Economics.
    10. repec:tiu:tiucen:200347 is not listed on IDEAS
    11. Murphy, Anthony, 2007. "Score tests of normality in bivariate probit models," Economics Letters, Elsevier, vol. 95(3), pages 374-379, June.
    12. Mora, Juan & Moro-Egido, Ana I., 2008. "On specification testing of ordered discrete choice models," Journal of Econometrics, Elsevier, vol. 143(1), pages 191-205, March.
    13. Bellemare, Charles & Kroger, Sabine, 2007. "On representative social capital," European Economic Review, Elsevier, vol. 51(1), pages 183-202, January.

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