Generalized Information Matrix Tests for Detecting Model Misspecification

Generalized Information Matrix Tests for Detecting Model Misspecification

Generalized Information Matrix Tests (GIMTs) have recently been used for detecting the presence of misspecification in regression models in both randomized controlled trials and observational studies. In this paper, a unified GIMT framework is developed for the purpose of identifying, classifying, a...

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Bibliographic Details
Main Authors: Richard M. Golden, Steven S. Henley, Halbert White, T. Michael Kashner
Format: Article
Language:English
Published: MDPI AG 2016-11-01
Series:Econometrics
Subjects:
asymptotic theory
Information Matrix Test
specification analysis
logistic regression
simulation study
information ratio
misspecification
Online Access:http://www.mdpi.com/2225-1146/4/4/46

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