Information matrix tests for multinomial logit models

被引：0
|
作者：
Amengual, Dante [1 ]
Fiorentini, Gabriele [2 ,3 ]
Sentana, Enrique [1 ]
机构：
[1] CEMFI, Casadodel Alisal 5, Madrid 28014, Spain
[2] Univ Firenze, Florence, Italy
[3] RCEA, Rome, Italy
来源：
ECONOMICS LETTERS | 2025年 / 247卷
关键词：
Hessian matrix; Outer product of the score; Specification test; Unobserved heterogeneity; COVARIANCE-MATRIX;
D O I：
10.1016/j.econlet.2025.112180
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We obtain simple and intuitive expressions for the information matrix test for the multinomial logit model that resemble a multivariate heteroskedasticity test & agrave; la White (1980) applied to the conditionally demeaned value of the outer product of the generalised residuals.
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页数：5
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