Date:         Wed, 28 Mar 2012 08:40:11 -0700
Reply-To:     Bruce Weaver <bruce.weaver@hotmail.com>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Bruce Weaver <bruce.weaver@hotmail.com>
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."

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To send me an e-mail, please use the address shown above.

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