Date: Wed, 28 Mar 2012 08:12:00 -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: <1332946281072-5600767.post@n5.nabble.com>
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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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