Alternative Multivariate Tests in Limited Dependent Variable Models: An Empirical Assessment
评估了在受限因变量（尤其是0-1变量）模型中不同多元检验方法的适用性，对金融研究中分类和回归两类常见应用场景有参考价值。
Recently, a debate has developed in both the theoretical and applied statistical literature regarding the appropriateness of various techniques in analytical models with limited (particularly, 0-1) dependent variables. In financial research, limited dependent variable models usually arise in one of two ways: 1. classification (or discrimination)--assigning observations to discrete, a priori determined groups, or 2. regression--relating a qualitative dependent variable to one or more independent variables (which may or may not be qualitative).