A note on specification tests for the multinomial logit model

DOI10.1016/0304-4076(87)90075-3MaRDI QIDQ1108729zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Specification Tests for the Multinomial Logit Model
• Multinomial Logit Specification Tests
• Regression-based specification tests for the multinomial logit model
• Specification test on mixed logit models
• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.

Cites work

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

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
• Tests for the consistency of three-level nested logit models with utility maximization
• A NOTE ON HOSMER-LEMESHOW TEST IN LOGISTIC MODELS
• 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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