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A simple artificial regression based LM test of asymmetry in the logit model

Author

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  • Anthony Murphy

Abstract

A simple and convenient artificial regression based LM tests of asymmetry in the logit model is derived. The test does not use the outer product gradient (OPG) form and in thus likely to have fairly good small sample properties.

Suggested Citation

  • Anthony Murphy, 1994. "A simple artificial regression based LM test of asymmetry in the logit model," Working Papers 199417, School of Economics, University College Dublin.
    • Handle: RePEc:ucn:wpaper:199417
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    File URL: http://hdl.handle.net/10197/1752
    File Function: First version, 1994
    Download Restriction: no
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    Cited by:

    1. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.

    More about this item

    Keywords

    Logit model; Asymmetry; LM tests; Artificial regression; Econometrics--Mathematical models; Regression analysis;
    All these keywords.

    JEL classification:

    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

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