IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v65y1999i1p33-39.html

Some searches may not work properly. We apologize for the inconvenience.

   My bibliography  Save this article

Testing for normality in a probit model with double selection

Author

Listed:
  • Lahiri, Kajal
  • Song, Jae G.

Abstract

No abstract is available for this item.

Suggested Citation

  • Lahiri, Kajal & Song, Jae G., 1999. "Testing for normality in a probit model with double selection," Economics Letters, Elsevier, vol. 65(1), pages 33-39, October.
    • Handle: RePEc:eee:ecolet:v:65:y:1999:i:1:p:33-39
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1765(99)00134-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kiefer, Nicholas M. & Salmon, Mark, 1983. "Testing normality in econometric models," Economics Letters, Elsevier, vol. 11(1-2), pages 123-127.
    2. Bera, Anil K & Jarque, Carlos M & Lee, Lung-Fei, 1984. "Testing the Normality Assumption in Limited Dependent Variable Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 563-578, October.
    3. Lee, Lung-Fei & Maddala, G S, 1985. "The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedaticity, and Non-normality in the Tobit Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 1-20, February.
    4. Lee, Lung-Fei, 1984. "Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity," Econometrica, Econometric Society, vol. 52(4), pages 843-863, July.
    5. 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 29-59, Supplemen.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kajal Lahiri & Jae G. Song, 2000. "The effect of smoking on health using a sequential self‐selection model," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 491-511, September.
    2. Insan Tunali & Berk Yavuzoglu, 2018. "Edgeworth Expansion Based Correction Of Selectivity Bias In Models Of Double Selection," Working Papers 1802, Nazarbayev University, Department of Economics, revised Nov 2018.
    3. Angori, Gabriele & Aristei, David & Gallo, Manuela, 2020. "Banking relationships, firm-size heterogeneity and access to credit: Evidence from European firms," Finance Research Letters, Elsevier, vol. 33(C).
    4. Agnieszka Wyłomańska & D Robert Iskander & Krzysztof Burnecki, 2020. "Omnibus test for normality based on the Edgeworth expansion," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-36, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    2. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
    3. Stefano Puddu & Andreas Waelchli, 2015. "TAF Effect on Liquidity Risk Exposure," IRENE Working Papers 15-07, IRENE Institute of Economic Research.
    4. Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    5. Gabriel Montes-Rojas, 2011. "Robust Misspecification Tests for the Heckman's Two-Step Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 30(2), pages 154-172.
    6. Michael Pfaffermayr, 2014. "A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model," Econometrics, MDPI, vol. 2(4), pages 1-18, October.
    7. Jose Miguel Benavente, 2006. "The role of research and innovation in promoting productivity in chile," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 15(4-5), pages 301-315.
    8. Murphy, Anthony, 2007. "Score tests of normality in bivariate probit models," Economics Letters, Elsevier, vol. 95(3), pages 374-379, June.
    9. repec:cty:dpaper:10.1080/07474938.2011.534035 is not listed on IDEAS
    10. P. Glewwe, 1997. "A test of the normality assumption in ordered probit model," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 1-19.
    11. Astrid Grasdal, 2001. "The performance of sample selection estimators to control for attrition bias," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 385-398, July.
    12. David Aristei & Luca Pieroni, 2008. "A double-hurdle approach to modelling tobacco consumption in Italy," Applied Economics, Taylor & Francis Journals, vol. 40(19), pages 2463-2476.
    13. Cheti Nicoletti & Marco Francesconi, 2006. "Intergenerational mobility and sample selection in short panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1265-1293.
    14. repec:cty:dpaper:1479 is not listed on IDEAS
    15. Kazianga, Harounan & Masters, William A., 2002. "Investing in soils: field bunds and microcatchments in Burkina Faso," Environment and Development Economics, Cambridge University Press, vol. 7(3), pages 571-591, July.
    16. Vella, F. & Verbeek, M.J.C.M., 1992. "Estimating the impact of endogenous union choice on wages using panel data (Revised version)," Discussion Paper 1992-32, Tilburg University, Center for Economic Research.
    17. Ron Mittelhammer & George Judge & Miguel Henry, 2022. "An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses," Econometrics, MDPI, vol. 10(1), pages 1-19, January.
    18. David M. Drukker, 2002. "Bootstrapping a conditional moments test for normality after tobit estimation," Stata Journal, StataCorp LP, vol. 2(2), pages 125-139, May.
    19. Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
    20. Ralph Bradley & Steven Holden & Robert Mcclelland, 2005. "A Robust Estimation Of The Effects Of Taxation On Charitable Contributions," Contemporary Economic Policy, Western Economic Association International, vol. 23(4), pages 545-554, October.
    21. Owen O'Donnell, 1993. "Income transfers and the labour market participation of disabled individuals in the UK," Health Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 139-148, July.
    22. van Santen, Peter & Alessie, Rob & Kalwij, Adriaan, 2012. "Probabilistic survey questions and incorrect answers: Retirement income replacement rates," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 267-280.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:65:y:1999:i:1:p:33-39. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.