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

DOI10.1016/0304-4076(82)90019-7zbMath0499.62097OpenAlexW1576434210MaRDI QIDQ1171860

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

specification errormultinomial logit modelsomitted variable bias problem

Mathematics Subject Classification ID

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

Related Items (3)

Regression-based specification tests for the multinomial logit model ⋮ Assessing and accounting for time heterogeneity in stochastic actor oriented models ⋮ Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models

Cites Work

• 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
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