```Date: Wed, 28 Mar 2012 08:18:35 -0700 Reply-To: David Marso Sender: "SPSSX(r) Discussion" From: David Marso Subject: Re: IIA test (or Hausman test) in SPSS In-Reply-To: <1332947520965-5600830.post@n5.nabble.com> Content-Type: text/plain; charset=us-ascii 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! >> > -- View this message in context: http://spssx-discussion.1045642.n5.nabble.com/IIA-test-or-Hausman-test-in-SPSS-tp5600767p5600856.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 ```

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