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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>
Content-Type: text/plain; charset=us-ascii

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-tp5600767p5600830.html Sent from the SPSSX Discussion mailing list archive at Nabble.com.

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