Regression-based specification tests for the multinomial logit model
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.
independence from irrelevant alternatives property
testing the significance of auxiliary regressions
scientific article; zbMATH DE number 4022447
scientific article