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Ramalho, E. A., Ramalho, J. J. S. & Murteira, J. M. R. (2014). A generalized goodness-of-functional form test for binary and fractional regression models. The Manchester School. 82 (4), 488-507
E. A. Ramalho et al., "A generalized goodness-of-functional form test for binary and fractional regression models", in The Manchester School, vol. 82, no. 4, pp. 488-507, 2014
@article{ramalho2014_1732201901701, author = "Ramalho, E. A. and Ramalho, J. J. S. and Murteira, J. M. R.", title = "A generalized goodness-of-functional form test for binary and fractional regression models", journal = "The Manchester School", year = "2014", volume = "82", number = "4", doi = "10.1111/manc.12032", pages = "488-507", url = "http://onlinelibrary.wiley.com/doi/10.1111/manc.12032/abstract" }
TY - JOUR TI - A generalized goodness-of-functional form test for binary and fractional regression models T2 - The Manchester School VL - 82 IS - 4 AU - Ramalho, E. A. AU - Ramalho, J. J. S. AU - Murteira, J. M. R. PY - 2014 SP - 488-507 SN - 1463-6786 DO - 10.1111/manc.12032 UR - http://onlinelibrary.wiley.com/doi/10.1111/manc.12032/abstract AB - This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint significance of two simple functions of the fitted index and is based on a very flexible parametric generalization of the postulated model. A Monte Carlo study reveals a promising behaviour for the new test, which compares favourably with that of the well-known RESET test as well as with tests where the alternative model is non-parametric. ER -