论文信息 - Testing the Multinomial Logit Model

Testing the Multinomial Logit Model

A general test to check the adequateness of a regression model against nonparametric alternatives is presented. This test procedure is then applied to the well known multinomial logit model and its power is considered in a simulation study. Finally, the multinomial logit model is tested for a real scanner panel data set. The null hypothesis that the multinomial logit model is an adequate model for the real data set is rejected.

Yasemin Boztug | Marlene Müller | Knut Bartels

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