### Abstract

Original language | English |
---|---|

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 |
---|---|

Publisher | Strathclyde University |

No. | 14-10 |

Volume | 14-10 |

### Fingerprint

### Keywords

- score
- test
- information matrix
- artificial regression

### Cite this

*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.

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**The convenient calculation of some test statistics in models of discrete choice.** / Perman, Roger; Holden, Darryl.

Research output: Working paper › Discussion paper

TY - UNPB

T1 - The convenient calculation of some test statistics in models of discrete choice

AU - Perman, Roger

AU - Holden, Darryl

PY - 2014/10

Y1 - 2014/10

N2 - 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.

AB - 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.

KW - score

KW - test

KW - information matrix

KW - artificial regression

UR - https://www.strath.ac.uk/media/departments/economics/researchdiscussionpapers/14-10.pdf

M3 - Discussion paper

VL - Discussion Paper 14-10

T3 - Strathclyde Discussion Papers in Economics

SP - 1

EP - 8

BT - The convenient calculation of some test statistics in models of discrete choice

PB - University of Strathclyde

CY - Glasgow

ER -