Proper references please, not just authors' names and
an assumption that everyone knows the source.
Nick
[email protected]
Wilson, Nathan
> I am trying to test the independence of irrelevant
> alternatives (IIA) assumption required for the multinomial
> logit specification.
>
> I know that this is generally tested using a standard Hausman
> test, but it seems highly likely that my panel data is
> characterized by clustered standard errors, which should make
> the normal Hausman format inappropriate. Cameron and Trivedi
> have some discussion of how to do a robust variation of the
> Hausman (Section 21.4.3), but they consider the issue in the
> context of random effects vs POLS vs FE etc. Moreover, the
> statistical example they give just has one regressor, which
> is not very helpful for me.
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