单变量和双变量有序Probit模型设定的检验

Tests of the Specification of Univariate and Bivariate Ordered Probit

Review of Economics and Statistics · 1997
被引 44
人大 AFT50ABS 4

中文导读

提出检验单变量和双变量有序Probit模型设定的方法,对正态性假设或解释变量外生性偏离敏感,并以养狗和看电视为例展示检验结果。

Abstract

This note presents tests of the specification of univariate and bivariate ordered probit. The test is sensitive to deviations from either normality or the exogeneity of the explanatory variables. As an example, the ownership of dogs and televisions, both sources of time-intensive entertainment, is studied. The specification for dogs is not rejected, the specification for televisions is rejected at the 2.0% level, and the specification of both together is rejected at the 1.3% level. © 1997 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

有序Probit模型设定检验二元有序Probit正态性检验外生性检验