This Gretl package comprises the following specifications tests for binary logit and probit models:
- Test on no heteroskedasticity for both Logit and Probit models.
- Test on the correct functional form (RESET type of test) for both Logit and Probit models.
- For Logit model test that the distribution is Logistic against the alternative that is Burr Type 2 (and hence skewed).
A detailed help file can be found here: https://github.com/atecon/BMST/blob/master/src/BMST_help.txt
The sample script can be found here: https://github.com/atecon/BMST/blob/master/src/BMST_sample.inp
The gretl script including unit-tests can be found under "./tests/run_tests.inp". The script can be executed through the shell script "./run_tests.sh".
- Completely refactored.
- New much simpler API.
- Add unit-tests.
- Required gretl version is now 2017d.
- Initial version.
- Joint package of separate functions.