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)
where theta_r is ML estimator logit with deleted categories
and theta_f is ML estimator logit normal model
Could anybody help me out how to perform this test in eviews? Would be of great help!
Thanks in advance,
For questions regarding programming in the EViews programming language.
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