```Date: Wed, 28 Mar 2012 08:40:11 -0700 Reply-To: Bruce Weaver Sender: "SPSSX(r) Discussion" From: Bruce Weaver Subject: Re: IIA test (or Hausman test) in SPSS In-Reply-To: <1332947915541-5600856.post@n5.nabble.com> Content-Type: text/plain; charset=us-ascii You could be right, David. I was assuming the Var0 and Var1 terms were just the variances -- the terms on the main diagonals of the covariance matrices. It's a little hard to tell on that page. If I was programming it, I'd find a worked example somewhere and make sure I could duplicate the results! David Marso wrote > > It would seem that since B0 and B1 are Vectors, VarB0 and VarB1 would be > matrices since there are covariances among the B's. Looks like the MATRIX > math would follow as indicated ;-) > -- > > > Bruce Weaver wrote >> >> Judging from the Wikipedia page on the Hausman test (which I'd never >> heard of), it should not be too hard to program it in the matrix >> language. >> >> http://en.wikipedia.org/wiki/Hausman_test >> >> The formula shown near the top, for example would look like this, I >> think: >> >> compute H = T(B1-B0)*GINV(VarB0-VarB1)*(B1-B0). >> >> where (if I followed): >> >> B0 = a column vector of coefficients under the null hypothesis >> B1 = a column vector of coefficients under the alternative hypothesis >> VarB0 = a column vector of squared standard errors for B0 >> VarB1 = a column vector of squared standard errors for B1 >> >> HTH. >> >> >> >> Ange wrote >>> >>> Is it possible to conduct a IIA test (Independence from Irrelevant >>> Attributes) in either Logistic or Multinomial Logistic Regression ?? >>> >>> The Hausman Test is often used. Is that, or other tests available in >>> SPSS? >>> >>> Thank you! >>> >> > ----- -- Bruce Weaver bweaver@lakeheadu.ca http://sites.google.com/a/lakeheadu.ca/bweaver/ "When all else fails, RTFM." NOTE: My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above. -- View this message in context: http://spssx-discussion.1045642.n5.nabble.com/IIA-test-or-Hausman-test-in-SPSS-tp5600767p5600937.html Sent from the SPSSX Discussion mailing list archive at Nabble.com. ===================== To manage your subscription to SPSSX-L, send a message to LISTSERV@LISTSERV.UGA.EDU (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD This email is intended only for the use of the individual or entity to which it is addressed and may contain information that is privileged and confidential. If the reader of this email message is not the intended recipient, you are hereby notified that any dissemination, distribution, or copying of this communication is prohibited. If you have received this email in error, please notify the sender and destroy/delete all copies of the transmittal. Thank you. This email is intended only for the use of the individual or entity to which it is addressed and may contain information that is privileged and confidential. If the reader of this email message is not the intended recipient, you are hereby notified that any dissemination, distribution, or copying of this communication is prohibited. If you have received this email in error, please notify the sender and destroy/delete all copies of the transmittal. Thank you. ===================== To manage your subscription to SPSSX-L, send a message to LISTSERV@LISTSERV.UGA.EDU (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD ```

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