Testing the Normality Assumption in the Sample Selection Model With an Application to Travel Demand
样本选择模型正态性假设的检验:以出行需求为例
sample selection model. The test is based on a flexible parametric specification of the density function of the error terms in the model. This specification follows a Hermite series with bivariate normality as a special case. All parameters of the model are estimated both under normality and under the more general flexible parametric specification, which enables testing for normality using a standard likelihood ratio test. If normality is rejected, then the flexible…