Specification test on mixed logit models

Published on 12 December 2017

This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFadden’s (1984) test. We generalize the test even further by considering a model developed by Berry, Levinsohn and Pakes (1995).

Downloads

Image representing the file: CWP581717.pdf

CWP581717.pdf

PDF | 360.91 KB

This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFadden’s (1984) test. We generalize the test even further by considering a model developed by Berry, Levinsohn and Pakes (1995).

Authors

Person graphic

Jinyong Hahn

Person graphic

Josh Lustig

Working Paper details

DOI
10.1920/wp.cem.2017.5817
Publisher
The IFS

Suggested citation

J, Hahn and J, Hausman and J, Lustig. (2017). Specification test on mixed logit models. London: The IFS. Available at: https://ifs.org.uk/publications/specification-test-mixed-logit-models (accessed: 26 April 2024).

Grant

Advancing microdata models and methods

More from IFS

Understand this issue

Policy analysis

Academic research

Working Paper Cover

Robust analysis of short panels

working paper
Examples of application to some static and dynamic binary, ordered and multiple discrete choice panel data models are presented.

8 January 2024