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Interpreting model fit for categorical data (logit, ordered logit, multinomial logit,etc.). FAQ: How are the likelihood ratio, Wald, and Lagrange multiplier (score) tests different and/or similar?

Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs) by L. G. Godfrey. $44.85. Publisher: Cambridge University Press (July 26, 1991). Author: L. G. Godfrey. Publication: July 26, 1991

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