Date: Wed, 28 Mar 2012 15:26:10 +0000 "Poes, Matthew Joseph" "SPSSX(r) Discussion" To: David Marso "Poes, Matthew Joseph" Re: IIA test (or Hausman test) in SPSS <1332947915541-5600856.post@n5.nabble.com> text/plain; charset="iso-8859-1"

It's natively supported as a model option in SAS. If the poster has access to this program, I would imagine that would be easier than trying to program it into the matrix procedure.

Matthew J Poes Research Data Specialist Center for Prevention Research and Development University of Illinois 510 Devonshire Dr. Champaign, IL 61820 Phone: 217-265-4576 email: mpoes@illinois.edu

-----Original Message----- From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU] On Behalf Of David Marso Sent: Wednesday, March 28, 2012 10:19 AM To: SPSSX-L@LISTSERV.UGA.EDU Subject: Re: IIA test (or Hausman test) in SPSS

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! >> >

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