Arbeitspapier
Specification Tests for The Multinomial Logit Model Revisited: The Role of Alternative-Specific Constants
This paper shows that Hausman-McFadden and related tests for the multinomial logit model are not informative about failure of IIA, but only about specification error in the deterministic part of the utilities attached to choice alternatives. It is shown that the multinomial logit cannot be distinguished from any more general additive random utility model when a full set of alternative specific constants is present. Estimation of such more general models only addresses specification error in the deterministic parts of the utilities and is not informative about the true specification of the random terms of the utilities.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 17-068/VIII
- Klassifikation
-
Wirtschaft
- Thema
-
multinomial logit
Hausman-McFadden specification test
nested logit
GEV models
mixed logit
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Rouwendal, Jan
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2018
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Rouwendal, Jan
- Tinbergen Institute
Entstanden
- 2018
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