A goodness‐of‐fit test in the multinomial legit model based on weighted squared residuals

DOI10.1111/J.1467-9574.1994.TB01449.XzbMath0828.62042OpenAlexW2030399488WikidataQ63353184 ScholiaQ63353184MaRDI QIDQ4850114

Frank A. G. Windmeijer

Publication date: 2 January 1996

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1994.tb01449.x

zbMATH Keywords

asymptotic normalitylogistic regressionchi-squared testdiscrete choicemultinomial logit modelsum of weighted squared residuals

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Cites Work

• Pooling states in the multinomial logit model
• The asymptotic distribution of the sum of weighted squared residuals in binary choice models
• Best Subsets Logistic Regression
• Goodness of fit tests for the multiple logistic regression model
• Chi-Square Diagnostic Tests for Econometric Models: Theory

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