A Simple Artificial Regression Based Test of the Goodness of Fit of Binary Choice Models
利用条件矩检验方法，推导出一种二值选择模型拟合优度检验，其统计量可通过简单人工回归中的解释平方和或N·R²计算，且小样本性质良好。
A test of the goodness of fit of a binary choice model is derived using the conditional moment testing approach. The test statistic may be calculated as the explained sum of squares or N:R 2 in a simple artificial regression. The test statistic has reasonably good small sample properties since it is not based on the outer product gradient (OPG) form.