New goodness-of-fit diagnostics for conditional discrete response models
条件离散响应模型的新拟合优度诊断
This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of the probability of future events. In particular, we test the static and dynamic ordered choice model specifications and can cover infinite support distributions for e.g. count data. The traditional approach for specification testing of…