Regression-based specification tests for the multinomial logit model
type: Item
instance of: scholarly article
title: Regression-based specification tests for the multinomial logit model
zbMATH Open document ID: 0628.62107
DOI: 10.1016/0304-4076(87)90067-4
author: Daniel McFadden
published in: Journal of Econometrics
publication date: 1987-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62J02
zbMATH DE Number: 4022447
zbMATH Keywords: regression-based specification tests
zbMATH Keywords: diagnostic tests for omitted variables
zbMATH Keywords: functional misspecification
zbMATH Keywords: multinomial logit models
zbMATH Keywords: Lagrange multiplier tests
zbMATH Keywords: multinomial probit models
zbMATH Keywords: Hausman-McFadden tests
zbMATH Keywords: independence from irrelevant alternatives property
zbMATH Keywords: testing the significance of auxiliary regressions
MaRDI profile type: Publication
full work available at URL: 0304-4076(87)90067-4
OpenAlex ID: W2081029672
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description: scientific article; zbMATH DE number 4022447