A note on specification tests for the multinomial logit model

DOI10.1016/0304-4076(87)90075-3zbMath0654.62092OpenAlexW2088403998MaRDI QIDQ1108729

Hugh Wills

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)90075-3

zbMATH Keywords

likelihood ratio testWald testspecification testslocal asymptotic powerLagrange multiplier testHausman testmultinomial logitChoice probabilitiesindependence of irrelevant alternatives propertyMcFadden's random utility model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

Approximate generalized extreme value models of discrete choice ⋮ Testing for discrete choice models ⋮ Pooling choices or categories in multinomial logit models

Cites Work

• A Remark on Hausman's Specification Test
• Specification Tests for the Multinomial Logit Model
• Multinomial Logit Specification Tests
• Tests of specification in econometrics
• Specification Tests in Econometrics

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