Browsing The Economic and Social Review, Vol. 26, No. 1, October, 1994 by Subject "Statistical methods"
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Artificial regression based mis-specification tests for discrete choice models
(Economic & Social Studies, Dublin, 1994)Lagrange Multiplier (LM) tests for omitted variables, neglected heteroscedasticity and other mis-specifications in general discrete choice models may be simply and conveniently calculated using an artificial regression. ...