A test of the normality assumption in ordered probit model

This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered probit model. The test is presented both for the standard ordered probit model and a version in which censoring is present in the dependent variable. The test is then compared to normality tests proposed here compares favorably to tests based on artificial regression techinques.

[1]  Anil K. Bera,et al.  Testing the Normality Assumption in Limited Dependent Variable Models , 1984 .

[2]  Hanan G. Jacoby,et al.  Student achievement and schooling choice in low-income countries: evidence from Ghana , 1994 .

[3]  Elizabeth M. King,et al.  Education policy and schooling attainment in Malaysia and the Philippines , 1987 .

[4]  Anil K. Bera,et al.  Model specification tests: A simultaneous approach☆ , 1982 .

[5]  G. Maddala.  Limited-dependent and qualitative variables in econometrics: Introduction , 1983 .

[6]  J. MacKinnon,et al.  Estimation and inference in econometrics , 1994 .

[7]  George Tauchen.  Diagnostic testing and evaluation of maximum likelihood models , 1985 .

[8]  Richard J. Smith.  On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models , 1989 .

[9]  Adrian Pagan,et al.  Diagnostic Tests for Models Based on Individual Data: A Survey. , 1989 .

[10]  N. L. Johnson,et al.  Continuous Univariate Distributions. , 1995 .

[11]  P. Schmidt,et al.  Limited-Dependent and Qualitative Variables in Econometrics. , 1984 .

[12]  Richard J. Smith,et al.  Distributional specification tests against semiparametric alternatives , 1991 .

[13]  Hanan G. Jacoby,et al.  An Economic Analysis of Delayed Primary School Enrollment in a Low Income Country: The Role of Early Childhood Nutrition , 1995 .

[14]  Peter E. Kennedy,et al.  A Graphical Exposition of the Ordered Probit , 1992, Econometric Theory.

[15]  Whitney K. Newey,et al.  Maximum Likelihood Specification Testing and Conditional Moment Tests , 1985 .

[16]  R. Geary,et al.  Testing for Normality , 2003 .

[17]  James G. MacKinnon,et al.  Model Specification Tests and Artificial Regressions , 1992 .