### IIA Hausman test conditional multinomial logit

Posted:

**Sat May 16, 2020 4:55 am**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)

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,

Kind regards

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,

Kind regards