A note on specification tests for the multinomial logit model

DOI10.1016/0304-4076(87)90075-3zbMATH Open0654.62092OpenAlexW2088403998MaRDI QIDQ1108729FDOQ1108729

Authors: Hugh Wills 

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)90075-3

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• Specification Tests for the Multinomial Logit Model
• Multinomial Logit Specification Tests
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• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.

zbMATH Keywords

Hausman testspecification testsWald testlikelihood ratio testlocal asymptotic powerLagrange multiplier testmultinomial logitChoice probabilitiesindependence of irrelevant alternatives propertyMcFadden's random utility model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Tests of specification in econometrics
• Specification Tests in Econometrics
• Specification Tests for the Multinomial Logit Model
• Multinomial Logit Specification Tests
• A Remark on Hausman's Specification Test

Cited In (10)

• Regression-based specification tests for the multinomial logit model
• Pooling choices or categories in multinomial logit models
• Specification test on mixed logit models
• A NOTE ON HOSMER-LEMESHOW TEST IN LOGISTIC MODELS
• Tests for the consistency of three-level nested logit models with utility maximization
• Simulated classical tests in multinomial probit models
• Approximate generalized extreme value models of discrete choice
• Testing for discrete choice models
• Specification Tests for the Multinomial Logit Model
• Multinomial Logit Specification Tests

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