Re: IIA test (or Hausman test) in SPSS

Posted by Bruce Weaver on Mar 28, 2012; 3:12pm
URL: http://spssx-discussion.165.s1.nabble.com/IIA-test-or-Hausman-test-in-SPSS-tp5600767p5600830.html

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!