A test of the normality assumption in the ordered probit model

This paper presents an easily implemented test of the assumption of a normally distributed error term for the ordered probit model. As this assumption is the central maintained hypothesis in all estimation and testing based on this model, the test ought to serve as a key specification test in applied research. A small Monte Carlo experiment suggests that the test has good size and power properties.

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Year of publication:	1996
Authors:	Johnson, Paul A.

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Johnson, Paul A. (1996): A test of the normality assumption in the ordered probit model. Published in: METRON , Vol. LIV, (1996): pp. 213-221.
Classification:	C25 - Discrete Regression and Qualitative Choice Models
Source:	BASE

Persistent link: https://www.econbiz.de/10015212326