### Abstract

The paper considers the use of artificial regression in calculating different types of score test when the log-likelihood is based on probabilities rather than densities. The calculation of the information matrix test is also considered. Results are specialised to deal with binary choice (logit and probit) models.

Original language | English |
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Place of Publication | Glasgow |

Publisher | University of Strathclyde |

Pages | 1-8 |

Number of pages | 8 |

Volume | Discussion Paper 14-10 |

Publication status | Published - Oct 2014 |

### Publication series

Name | Strathclyde Discussion Papers in Economics |
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Publisher | Strathclyde University |

No. | 14-10 |

Volume | 14-10 |

### Keywords

- score
- test
- information matrix
- artificial regression

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## Cite this

Perman, R., & Holden, D. (2014).

*The convenient calculation of some test statistics in models of discrete choice*. (pp. 1-8). (Strathclyde Discussion Papers in Economics; Vol. 14-10, No. 14-10). Glasgow: University of Strathclyde.