The Size and Power Properties of Combining Choice Set Partition Tests for the IIA Property in the Logit Model

Robert D. Brooks, Tim R. L. Fry and Mark N. Harris

No 267755, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: This paper conducts a Monte Carlo analysis of the size and power properties of combining choice set partition tests of the IIA property of the Logit model. On the basis of this comparison we recommend that applied researchers testing for IIA calculate all versions of the McFadden, Train and Tye (1981) test and reject IIA if any single test .rejects IIA

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 30
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Persistent link: https://EconPapers.repec.org/RePEc:ags:monebs:267755

DOI: 10.22004/ag.econ.267755

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