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by cicada3301
Sat May 16, 2020 4:55 am
Forum: Programming
Topic: IIA Hausman test conditional multinomial logit
Replies: 0
Views: 343

IIA Hausman test conditional multinomial logit

Hi, For a case I need to solve, I want to find out whether my model has Independence of Irrelevant Alternatives (IIA). I want to do this via a Hausman test of the validity of the IIA property defined as: H_IIA = ( theta_r - theta_f )'(Variance(theta_r) - Variance(theta_l))^-1(theta_r - theta_f) wher...
by cicada3301
Tue May 12, 2020 9:30 am
Forum: Programming
Topic: Singular Variance Matrix in Multinomial Logit Model
Replies: 3
Views: 310

Singular Variance Matrix in Multinomial Logit Model

Hi! I am currently working on a multinomial logit model and have written the following code: When running the program, I do get coefficient values. However, I do not get any standard deviations because of the error: WARNING: Singular covariance - coefficients are not unique. I tested for perfect mul...

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