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Power of tests in Binary Response Models

Author

Listed:
  • Savin, N.E.

    () (University of Iowa)

  • Wurtz, A.

Abstract

Most hypotheses in binary response models are composite. The null hypothesis is usually that one or more slope coefficients are zero. Typically, the sequence of alternatives of interest is one in which the slope coefficients are increasing in absolute value. In this papar, we prove that the power goes to zero for this sequence of alternatives of interest in cases which often occur in practice.

Suggested Citation

  • Savin, N.E. & Wurtz, A., 1996. "Power of tests in Binary Response Models," Working Papers 96-06, University of Iowa, Department of Economics.
  • Handle: RePEc:uia:iowaec:96-06
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    References listed on IDEAS

    as
    1. Nelson, Forrest D & Savin, N E, 1990. "The Danger of Extrapolating Asymptotic Local Power," Econometrica, Econometric Society, vol. 58(4), pages 977-981, July.
    2. Killingsworth, Mark R. & Heckman, James J., 1987. "Female labor supply: A survey," Handbook of Labor Economics,in: O. Ashenfelter & R. Layard (ed.), Handbook of Labor Economics, edition 1, volume 1, chapter 2, pages 103-204 Elsevier.
    3. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
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    Cited by:

    1. Bolduc, Denis & Khalaf, Lynda & Yélou, Clément, 2010. "Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models," Journal of Econometrics, Elsevier, vol. 157(2), pages 317-327, August.
    2. Jouneau-Sion, Frederic & Torres, Olivier, 2006. "MMC techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm," Journal of Econometrics, Elsevier, vol. 133(2), pages 479-512, August.
    3. repec:eee:ijrema:v:31:y:2014:i:1:p:35-48 is not listed on IDEAS

    More about this item

    Keywords

    ECONOMIC MODELS; ECONOMETRICS;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General

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