```Date: Wed, 28 Mar 2012 08:40:11 -0700 Reply-To: Bruce Weaver Sender: "SPSSX(r) Discussion" From: Bruce Weaver 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." NOTE: My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above. -- View this message in context: http://spssx-discussion.1045642.n5.nabble.com/IIA-test-or-Hausman-test-in-SPSS-tp5600767p5600937.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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