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

Roger Perman, Darryl Holden

Research output: Working paperDiscussion paper

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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 languageEnglish
Place of PublicationGlasgow
PublisherUniversity of Strathclyde
Pages1-8
Number of pages8
VolumeDiscussion Paper 14-10
Publication statusPublished - Oct 2014

Publication series

NameStrathclyde Discussion Papers in Economics
PublisherStrathclyde University
No.14-10
Volume14-10

Fingerprint

Discrete Choice
Binary Choice
Probit Model
Choice Models
Logit Model
Information Matrix
Score Test
Test Statistic
Likelihood
Regression
Model
Probit model
Information matrix test
Discrete choice
Logit model
Score test
Binary choice
Test statistic

Keywords

  • score
  • test
  • information matrix
  • artificial regression

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.
Perman, Roger ; Holden, Darryl. / The convenient calculation of some test statistics in models of discrete choice. Glasgow : University of Strathclyde, 2014. pp. 1-8 (Strathclyde Discussion Papers in Economics; 14-10).
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Perman, R & Holden, D 2014 'The convenient calculation of some test statistics in models of discrete choice' Strathclyde Discussion Papers in Economics, no. 14-10, vol. 14-10, University of Strathclyde, Glasgow, pp. 1-8.

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

Glasgow : University of Strathclyde, 2014. p. 1-8 (Strathclyde Discussion Papers in Economics; Vol. 14-10, No. 14-10).

Research output: Working paperDiscussion paper

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Perman R, Holden D. The convenient calculation of some test statistics in models of discrete choice. Glasgow: University of Strathclyde. 2014 Oct, p. 1-8. (Strathclyde Discussion Papers in Economics; 14-10).