Citation
K. Lahiri et Jg. Song, Testing for normality in a probit model with double selection, ECON LETT, 65(1), 1999, pp. 33-39
Citations number
9
Categorie Soggetti
Economics
Journal title
ECONOMICS LETTERS
ISSN journal
01651765
→ ACNP
Volume
65
Issue
1
Year of publication
1999
Pages
33 - 39
Database
ISI
SICI code
0165-1765(199910)65:1<33:TFNIAP>2.0.ZU;2-6
Abstract
This paper develops a normality test for the probit model with double selec
tion using the Lagrange Multiplier (LM) approach based on an Edgeworth expa
nsion. An empirical example involving the health effects of smoking is pres
ented to illustrate the test. (C) 1999 Elsevier Science S.A. All rights res
erved.