SPECIFICATION ANALYSIS FOR QUANTAL CHOICE MODELS

This paper examines problems involved in the specification of the correct set of independent variables in choice models. The analytical approach is similar to H. Theil's use of auxiliary regressions in the case of standard linear models. Particular attention is given to the multinomial probit model. The differences among the alternative estimators and the general effects of underspecification are examined empirically with simulated data.

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  • Corporate Authors:

    Operations Research Society of America

    428 East Preston Street
    Baltimore, MD  USA  21202
  • Authors:
    • TARDIFF, T J
  • Publication Date: 1979-8

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Filing Info

  • Accession Number: 00324367
  • Record Type: Publication
  • Source Agency: Engineering Index
  • Files: TRIS
  • Created Date: Aug 15 1981 12:00AM