Multinomial Logit Specification Tests

DOI10.2307/2526707zbMath0592.62099OpenAlexW1981476968MaRDI QIDQ3721664

Cheng Hsiao, Kenneth A. Small

Publication date: 1985

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526707

zbMATH Keywords

asymptotic biasspecification testsindependence from irrelevant alternativesdiagnostic testsmultinomial logit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

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Approximate generalized extreme value models of discrete choice ⋮ On estimation in multinomial logit model for a panel study ⋮ Regression-based specification tests for the multinomial logit model ⋮ A note on specification tests for the multinomial logit model ⋮ Testing for discrete choice models ⋮ Statistical testing of bounded rationality with applications to the newsvendor model ⋮ Luce arbitrates: stochastic resolution of inner conflicts ⋮ Editorial: Misspecification test methods in econometrics ⋮ Multivariate probit models for conditional claim-types ⋮ Pooling choices or categories in multinomial logit models ⋮ Kernel-based semiparametric multinomial logit modelling of political party preferences

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