Re: IIA test (or Hausman test) in SPSS

Posted by David Marso on Mar 28, 2012; 3:18pm
URL: http://spssx-discussion.165.s1.nabble.com/IIA-test-or-Hausman-test-in-SPSS-tp5600767p5600856.html

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 ;-)
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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!