[R] IAA test on my multinomial logit

[Gilbert Brenes]

If I'm not wrong, the test for IIA is the Hausman test.

Look for hausman.systemfit in the systemfit package.


Gilbert





----- Original Message ----- 
From: "Erika Known" <e at it.dk>
To: <r-help at r-project.org>
Sent: Tuesday, October 14, 2008 11:43 AM
Subject: [R] IAA test on my multinomial logit


> Hi all
>
> I'm trying to immigrate from Stata and I want to preform a IIA test
> (Independence of Irrelevant Alternatives) on my multinomial logit model
> in R, but I can't seem to find a package that dos the trick. I've been
> looking at
> http://bm2.genes.nig.ac.jp/RGM2/R_current/library/systemfit/man/hausman.systemfit.html
> but I can't figure out what to do! I normally just type 'mlogtest,
> hausman base' to get the test in Stata. I can even use 'mlogtest,
> smhsiao base' to get the Small-Hsiao tests of IIA assumption.
>
> according to the literature there is also other tests.. thou I cant seem
> to find any off them in R.
>
> Thank for the help.
>
> Erika
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>