Multinomial Logit Specification Tests

DOI10.2307/2526707MaRDI QIDQ3721664zbMATH OpenOpenAlexFDO

Authors Kenneth A. Small, Cheng Hsiao

Publication date 1985

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526707

zbMATH Keywords

asymptotic biasdiagnostic testsindependence from irrelevant alternativesmultinomial logitspecification tests

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

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• Approximate generalized extreme value models of discrete choice
• Diagnostics in some discrete choice models
• Pooling choices or categories in multinomial logit models
• Significance test in nonstationary multinomial logit model
• Rules of thumb for comparing multinomial logit and multinomial probit coefficients
• Statistical testing of bounded rationality with applications to the newsvendor model
• Testing for discrete choice models
• Luce arbitrates: stochastic resolution of inner conflicts
• Specification test on mixed logit models
• Simulated classical tests in multinomial probit models
• Editorial: Misspecification test methods in econometrics
• Kernel-based semiparametric multinomial logit modelling of political party preferences
• The Logit Model in Economics
• Pretest estimation in the random parameters logit model
• Simulataneous specicication test in a binary logit
• Specification Tests for the Multinomial Logit Model
• On The Overspecification of Multinomial and Nested Logit Models Due to Alternative Specific Constants
• scientific article; zbMATH DE number 1104471 (Why is no real title available?)
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• Taste Variation in Discrete Choice Models
• A goodness‐of‐fit test in the multinomial legit model based on weighted squared residuals
• On estimation in multinomial logit model for a panel study
• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.

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