|
| |
| Arne Risa Hole |
| |
| ''Small-sample properties of tests for heteroscedasticity in the conditional logit model'' |
| ( 2006, Vol. 3 No.18 ) |
| |
| |
| This paper compares the small-sample properties of several asymptotically equivalent tests for heteroscedasticity in the conditional logit model. While no test outperforms the others in all of the experiments conducted, the likelihood ratio test and a particular variety of the Wald test are found to have good properties in moderate samples as well as being relatively powerful. |
| |
| |
| Keywords: |
JEL: C2 - Single Equation Models; Single Variables: General
|
| |
| Manuscript Received : Jul 20 2006 | | Manuscript Accepted : Jul 20 2006 |
|
