有序Probit模型中正态性假设的检验

A test of the normality assumption in ordered probit model

Econometric Reviews · 1997
被引 36
人大 A-ABS 3

中文导读

提出了一个拉格朗日乘子检验,用于检验有序Probit模型中的正态性假设,适用于标准模型和因变量存在删失的情况,并与人工回归技术检验进行了比较。

Abstract

This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered probit model. The test is presented both for the standard ordered probit model and a version in which censoring is present in the dependent variable. The test is then compared to normality tests proposed here compares favorably to tests based on artificial regression techinques.

有序Probit模型正态性假设拉格朗日乘子检验删失数据