Date: Wed, 28 Mar 2012 08:40:11 -0700
Reply-To: Bruce Weaver <email@example.com>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: Bruce Weaver <firstname.lastname@example.org>
Subject: Re: IIA test (or Hausman test) in SPSS
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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
>> The formula shown near the top, for example would look like this, I
>> 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!
"When all else fails, RTFM."
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