A misspecification test for logit based route choice models
The multinomial logit (MNL) model is often used for analyzing route choices in real networks in spite of the fact that path utilities are believed to be correlated. Yet, statistical tests for model misspecification are rarely used. This paper shows how the information matrix test for model misspecif...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/5289 https://ink.library.smu.edu.sg/context/sis_research/article/6292/viewcontent/cirrelt_2014_32.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
| Summary: | The multinomial logit (MNL) model is often used for analyzing route choices in real networks in spite of the fact that path utilities are believed to be correlated. Yet, statistical tests for model misspecification are rarely used. This paper shows how the information matrix test for model misspecification proposed byWhite (1982) can be applied to test path-based and link-based MNL route choice models.We present a Monte Carlo experiment using simulated data to assess the size and the power of the test and to compare its performance with the IIA (Hausman and McFadden, 1984) and McFadden–Train Lagrange multiplier (McFadden and Train, 2000) tests. Moreover, we test models estimated on real data and they are all rejected. Attributes correcting for correlation (path size and link size) improve model fit but do not affect the outcome of the test. |
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