Regression-based specification tests for the multinomial logit model (Q1093298)
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scientific article; zbMATH DE number 4022447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression-based specification tests for the multinomial logit model |
scientific article; zbMATH DE number 4022447 |
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Regression-based specification tests for the multinomial logit model (English)
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1987
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Specification tests for multinomial logit models (MNL) are studied. Lagrange multiplier tests of MNL models against nested multinomial logit models or some approximated multinomial probit models, and the Hausman- McFadden tests of the independence from irrelevant alternatives property of the MNL model can all be carried out by testing the significance of auxiliary regressions with suitably defined variables.
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regression-based specification tests
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diagnostic tests for omitted variables
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functional misspecification
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multinomial logit models
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Lagrange multiplier tests
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multinomial probit models
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Hausman-McFadden tests
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independence from irrelevant alternatives property
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testing the significance of auxiliary regressions
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