Regression-based specification tests for the multinomial logit model

DOI10.1016/0304-4076(87)90067-4zbMath0628.62107MaRDI QIDQ1093298

Daniel McFadden

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90067-4

zbMATH Keywords

Lagrange multiplier tests; multinomial logit models; diagnostic tests for omitted variables; functional misspecification; Hausman-McFadden tests; independence from irrelevant alternatives property; multinomial probit models; regression-based specification tests; testing the significance of auxiliary regressions

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F03: Parametric hypothesis testing

62J02: General nonlinear regression

Related Items

Approximate generalized extreme value models of discrete choice, Pooling choices or categories in multinomial logit models

Cites Work

• Generalized method of moments specification testing
• Specification error in multinomial logit models. Analysis of the omitted variable bias
• Predictions from binary choice models
• Model Specification Tests Based on Artificial Linear Regressions
• A Remark on Hausman's Specification Test
• Specification Tests for the Multinomial Logit Model
• Multinomial Logit Specification Tests
• Tests of specification in econometrics
• Specification Tests in Econometrics
• Maximum Likelihood Estimation of Misspecified Models
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