A test of the normality assumption in ordered probit model |
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| Authors: | P. Glewwe |
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| Affiliation: | a Policy Research Department, Washington, |
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| Abstract: | 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. |
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| Keywords: | Ordered Probit Normality Specification Tests Lagrange Multiplier Test Mote Carlo Simulations |
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