Specification error in multinomial logit models. Analysis of the omitted variable bias

DOI10.1016/0304-4076(82)90019-7MaRDI QIDQ1171860zbMATH OpenOpenAlexFDO

Authors Lung-fei Lee

Publication date 1982

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

Full work available at URL https://doi.org/10.1016/0304-4076(82)90019-7

zbMATH Keywords

multinomial logit modelsomitted variable bias problemspecification error

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear inference, regression (62Jxx) Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3820933 (Why is no real title available?)
• scientific article; zbMATH DE number 3519741 (Why is no real title available?)
• Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables
• The Maximum Likelihood, the Minimum Chi-Square and the Nonlinear Weighted Least-Squares Estimator in the General Qualitative Response Model

Cited in

(4)

• Regression-based specification tests for the multinomial logit model
• Assessing and accounting for time heterogeneity in stochastic actor oriented models
• Inconsistent treatment estimates from mis-specified logistic regression analyses of randomized trials
• Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models

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