Title

A test of normality assumption in the ordered probit model

Document Type

Working Paper

Journal/Book Title/Conference

METRON

Volume

54

Article

1062

Pages

213-221

Publication Date

12-1995

Department or Program

Economics Department

Abstract

This paper presents an easily implemented test of the assumption of a normally distributed error term for the ordered probit model. As this assumption is the central maintained hypothesis in all estimation and testing based on this model, the test ought to serve as a key specification test in applied research. A small Monte Carlo experiment suggests that the test has good size and power properties.

This document is currently not available here.

Share

COinS