Regression-based specification tests for the multinomial logit model

DOI10.1016/0304-4076(87)90067-4zbMath0628.62107OpenAlexW2081029672MaRDI QIDQ1093298

Daniel McFadden

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)90067-4

zbMATH Keywords

Lagrange multiplier testsmultinomial logit modelsdiagnostic tests for omitted variablesfunctional misspecificationHausman-McFadden testsindependence from irrelevant alternatives propertymultinomial probit modelsregression-based specification teststesting the significance of auxiliary regressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items

Approximate generalized extreme value models of discrete choice, Invariance axioms and functional form restrictions in structural models, A survey of preference estimation with unobserved choice set heterogeneity, Testing for discrete choice models, Pooling choices or categories in multinomial logit models

Cites Work

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