Testing for discrete choice models

DOI10.1016/J.ECONLET.2007.04.027MaRDI QIDQ1934683zbMATH OpenOpenAlexFDO

Authors Xu Zheng

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2007.04.027

zbMATH Keywords

discrete choice modelslikelihood ratio testmultinomial logitnonparametric methodspecification test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Social choice (91B14)

Recommendations

• On specification testing of ordered discrete choice models
• A specification test for discrete choice models
• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.
• Multinomial Logit Specification Tests
• Specification test for binary choice models based on index quantiles

Cites work

• A Conditional Kolmogorov Test
• A Consistent Conditional Moment Test of Functional Form
• A consistent nonparametric test of parametric regression models under conditional quantile restrictions
• A consistent test of conditional parametric distributions
• A consistent test of functional form via nonparametric estimation techniques
• A note on specification tests for the multinomial logit model
• A simple framework for nonparametric specification testing
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Comparing nonparametric versus parametric regression fits
• Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Consistent specification testing for conditional symmetry
• Consistent Specification Testing Via Nonparametric Series Regression
• CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities
• Multinomial Logit Specification Tests
• Regression-based specification tests for the multinomial logit model
• Semiparametric Estimation of Index Coefficients
• Specification Tests for the Multinomial Logit Model
• Tailor-made tests for goodness of fit to semiparametric hypotheses

Cited in

(16)

• Specification test for binary choice models based on index quantiles
• A comparison of testing and estimation of firm conduct
• Empirical tests of stochastic binary choice models
• Specification test on mixed logit models
• Misspecified discrete choice models and Huber-White standard errors
• New goodness-of-fit diagnostics for conditional discrete response models
• A specification test for discrete choice models
• On specification testing of ordered discrete choice models
• Tests for price endogeneity in differentiated product models
• A consistent model specification test with mixed discrete and continuous data
• Testing parametric conditional distributions using the nonparametric smoothing method
• Specification testing in random coefficient models
• A maximum score test for binary response models
• On the use of enumeration for investigating the performance of hypothesis tests for economic models with a discrete response variable
• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.
• The CES is a discrete choice model?

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