A simple artificial regression based test of the goodness of fit of binary choice models

被引：0
|
作者：
Murphy, A [1 ]
机构：
[1] Univ Coll Dublin, Dublin 2, Ireland
来源：
OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 2000年 / 62卷 / 03期
关键词：
D O I：
10.1111/1468-0084.00180
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：445 / 450
页数：6
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