Testing for normality in a probit model with double selection

Testing for normality in a probit model with double selection

This paper develops a normality test for the probit model with double selection using the Lagrange Multiplier (LM) approach based on an Edgeworth expansion. An empirical example involving the health effects of smoking is presented to illustrate the test.

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Veröffentlicht in:Economics letters 1999-10, Vol.65 (1), p.33-39
Hauptverfasser: Lahiri, Kajal, Song, Jae G.
Format: Artikel
Sprache:eng
Schlagworte:
Distribution
Double selection
Edgeworth expansion
Health economics
Mathematical models
Multiplier
Multivariate analysis
Multivariate probit
Normality test
Regression analysis
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Zusammenfassung:This paper develops a normality test for the probit model with double selection using the Lagrange Multiplier (LM) approach based on an Edgeworth expansion. An empirical example involving the health effects of smoking is presented to illustrate the test.
ISSN:0165-1765
1873-7374
DOI:10.1016/S0165-1765(99)00134-2