Template-Type: ReDIF-Paper 1.0
Author-Name: Darryl Holden
Author-Name-First: Darryl
Author-Name-Last: Holden
Author-Email: d.holden@strath.ac.uk
Author-Workplace-Name: Department of Economics, University of Strathclyde
Author-Name: Roger Perman
Author-Name-First: Roger
Author-Name-Last: Perman
Author-Email: r.perman@strath.ac.uk
Author-Workplace-Name: Department of Economics, University of Strathclyde
Title: The convenient calculation of some test statistics in models of discrete choice
Abstract: The paper considers the use of artificial regression in calculating different types of score test when the log�'likelihood is based on probabilities rather than densities. The calculation of the information matrix test is also considered. Results are specialised to deal with binary choice (logit and probit) models.
Length: 9 pages
Creation-Date: 2014-10
Revision-Date: 
Publication-Status: Published
File-URL: http://www.strath.ac.uk/media/1newwebsite/departmentsubject/economics/research/researchdiscussionpapers/14-10.pdf
File-Format: Application/pdf
Number: 1410
Classification-JEL: C1, C2, C4, C12  
Keywords: score test, information matrix, artificial regression
Handle: RePEc:str:wpaper:1410