Date: Wed, 28 Mar 2012 08:18:35 -0700
Reply-To: David Marso <firstname.lastname@example.org>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: David Marso <email@example.com>
Subject: Re: IIA test (or Hausman test) in SPSS
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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.
> 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
> 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
>> Thank you!
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