Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85484
Authors: 
Cramer, J.S.
Year of Publication: 
2000
Series/Report no.: 
Tinbergen Institute Discussion Paper 00-006/4
Abstract: 
The discrete outcome of a probability model is recordedas Y(i)=1 while otherwise Y(i)=0. y is the vector of observedoutcomes, p the corresponding probabilities, p consistent estimate of p, and residuals are defined ase = y - pUnder quite general conditions, theasymptotic properties of pensure that these residualshave zero mean and are uncorrelated with pTheseasymptotic results extend to the multinomial case. Theysupport certain measures of fit for discrete models.
Document Type: 
Working Paper

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