A Diagnostic Test for the Multinomial Logit Model
I propose a Lagrange multiplier test for the multinomial logit model against the dogit model (Gaudry and Dagenais 1979) as the alternative hypothesis. In view of the well-known drawback of the restrictive property of independence from irrelevant alternatives implied by the multinomial logit model, a...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1987
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/349 |
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| Institution: | Singapore Management University |
| Language: | English |