Mathematics
4 years ago

Semiparametric tests not superior to simpler score tests for binary choice models.

Econometrics
Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
Isabel Proença, João Santos Silva

Paper Summary

Parametric and semiparametric tests were compared for binary choice models in a simulation study. The results showed that the simpler parametric tests performed similarly to the more complex semiparametric tests. This suggests that the simpler tests are sufficient for evaluating these models.

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