A SIMPLE TEST FOR EXOGENEITY IN PROBIT, LOGIT, AND POISSON REGRESSION-MODELS

被引：23

作者：

GROGGER, J

机构：

[1] University of California, Santa Barbara

来源：

ECONOMICS LETTERS | 1990年 / 33卷 / 04期

关键词：

D O I：

10.1016/0165-1765(90)90082-C

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Several tests for exogeneity currently exist for single equation probit models, most based on variants of limited information maximum likelihood estimators. This paper develops an alternative test by recasting the estimation problem in a non-linear least squares framework. The test is applicable to logit models as well as probit models, and is also extended to provide an exogeneity test for the Poisson regression model. © 1990.

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页码：329 / 332

页数：4

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