Please use this identifier to cite or link to this item:

Title: Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study
Authors: Ramalho, Esmeralda
Ramalho, Joaquim
Issue Date: 2012
Citation: Ramalho, E.A. and J.J.S. Ramalho (2012), "Alternative versions of the RESET test for binary response index models: a comparative study", Oxford Bulletin of Economics and Statistics, 74(1), 107-130.
Abstract: Binary response index models may be affected by several forms of misspecification, which range from pure functional form problems (e.g. incorrect specification of the link function, neglected heterogeneity, heteroskedasticity) to various types of sampling issues (e.g. covariate measurement error, response misclassification, endogenous stratification, missing data). In this article we examine the ability of several versions of the RESET test to detect such misspecifications in an extensive Monte Carlo simulation study.We find that: (i) the best variants of the RESET test are clearly those based on one or two fitted powers of the response index; and (ii) the loss of power resulting from using the RESET instead of a test directed against a specific type of misspecification is very small in many cases.
Type: article
Appears in Collections:ECN - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica
CEFAGE - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica

Files in This Item:

File Description SizeFormat
2012-OBES.pdf2.03 MBAdobe PDFView/OpenRestrict Access. You can Request a copy!
FacebookTwitterDeliciousLinkedInDiggGoogle BookmarksMySpaceOrkut
Formato BibTex mendeley Endnote Logotipo do DeGóis 

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.


Dspace Dspace
DSpace Software, version 1.6.2 Copyright © 2002-2008 MIT and Hewlett-Packard - Feedback
UEvora B-On Curriculum DeGois