2025-06-032007https://epflicht.bibliothek.uni-halle.de/handle/123456789/1610655727219Xurn:nbn:de:gbv:3:2-627223314The inference in probit models relies on the assumption of normality. However, tests of this assumption are not implemented in standard econometric software. Therefore, the paper presents a simple representation of the Bera-Jarque-Lee test, that does not require any matrix algebra. Furthermore, the representation is used to compare the Bera-Jarque- Lee test with the RESET-type test proposed by Papke and Wooldridge (1996). -- probit model ; Lagrange multiplier test ; normality assumption ; artificial regressionOnline-Ressource, 11 S.=63 KB, Textenghttp://rightsstatements.org/vocab/InC/1.0/330Book