PSEUDO-R2MEASURES FOR SOME COMMON LIMITED DEPENDENT VARIABLE MODELS
نویسندگان
چکیده
منابع مشابه
Pseudo-R2 Measures for Some Common Limited Dependent Variable Models
A large number of different Pseudo-R measures for some common limited 2 dependent variable models are surveyed. Measures include those based solely on the maximized likelihoods with and without the restriction that slope coefficients are zero, those which require further calculations based on parameter estimates of the coefficients and variances and those that are based solely on whether the qu...
متن کاملPseudo-R Measures for Some Common Limited
A large number of different Pseudo-R measures for some common limited 2 dependent variable models are surveyed. Measures include those based solely on the maximized likelihoods with and without the restriction that slope coefficients are zero, those which require further calculations based on parameter estimates of the coefficients and variances and those that are based solely on whether the qu...
متن کاملEstimating Contaminated Limited Dependent Variable Models
Smith for helpful comments and to Richard Blundell for kindly making his data available. In 1imi ted dependent variable models the estimators obtained by maximising the normal likelihood function are generally inconsistent when the assumption of normality ls falseo Arabmazar and Schmidt (1982) have shown that the bias trom non-normality can be substantial when the degree of censoring (or trunca...
متن کاملIdenti cation of Limited Dependent Variable Models Using a Special Regressor With Limited Support
The special regressor method (Lewbel 2000) has been used to identify a variety of limited dependent variable models. Based on its early application to binary choice models, the method required the special regressor to have large (in many cases the entire real line) support, which constrained its usefulness for empirical work. This paper shows that for ordered choice and censored regression mode...
متن کاملDiagnostic Tests of Cross Section Independence for Limited Dependent Variable Panel Data Models∗
This paper considers the problem of testing for cross section independence in limited dependent variable panel data models. It derives a Lagrangian multiplier (LM) test and shows that in terms of generalized residuals of Gourieroux, Monfort, Renault and Trognon (1987) it reduces to the LM test of Breusch and Pagan (1980). Due to the tendency of the LM test to over-reject in panels with large N ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Economic Surveys
سال: 1996
ISSN: 0950-0804,1467-6419
DOI: 10.1111/j.1467-6419.1996.tb00013.x