Information matrix tests for multinomial logit models

DOI10.1016/J.ECONLET.2025.112180MaRDI QIDQ6957348zbMATH OpenFDO

Authors Dante Amengual, Gabriele Fiorentini, Enrique Sentana

Publication date 16 July 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112180

zbMATH Keywords

Hessian matrixouter product of the scorespecification testunobserved heterogeneity

Mathematics Subject Classification ID

Decision theory (91B06)

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Normality tests for latent variables
• Taste Variation in Discrete Choice Models
• Testing for Neglected Heterogeneity
• The Covariance Matrix of the Information Matrix Test

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