It's natively supported as a model option in SAS. If the poster has access to this program, I would imagine that would be easier than trying to program it into the matrix procedure.
Matthew J Poes
Research Data Specialist
Center for Prevention Research and Development
University of Illinois
510 Devonshire Dr.
Champaign, IL 61820
From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU] On Behalf Of David Marso
Sent: Wednesday, March 28, 2012 10:19 AM
Subject: Re: IIA test (or Hausman test) in SPSS
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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