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- W2162377887 abstract "A multivariate probit model is considered and the Lagrange multiplier or score statistic for testing independence is derived. The limiting distribution of the statistic takes a simple form under the null hypothesis and for local alternatives. The statistic is a natural generalization of Pearson's chi-squared for a 2 × 2 table. An example is given." @default.
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- W2162377887 date "1982-01-01" @default.
- W2162377887 modified "2023-09-23" @default.
- W2162377887 title "Testing for dependence in multivariate probit models" @default.
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- W2162377887 doi "https://doi.org/10.1093/biomet/69.1.161" @default.
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