Search found 3 matches
- Sat May 16, 2020 4:55 am
- Forum: Programming
- Topic: IIA Hausman test conditional multinomial logit
- Replies: 0
- Views: 4561
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...
- Tue May 12, 2020 12:41 pm
- Forum: Programming
- Topic: Singular Variance Matrix in Multinomial Logit Model
- Replies: 3
- Views: 4074
Re: Singular Variance Matrix in Multinomial Logit Model
This is the data!
- Tue May 12, 2020 9:30 am
- Forum: Programming
- Topic: Singular Variance Matrix in Multinomial Logit Model
- Replies: 3
- Views: 4074
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...