A goodness-of-fit test in the multinomial legit model based on weighted squared residuals
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- F.A.G. Windmeijer, 1990. "The asymptotic distribution of the sum of weighted squared residuals in binary choice models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 44(2), pages 69-78, June.
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- Andrews, Donald W K, 1988. "Chi-Square Diagnostic Tests for Econometric Models: Theory," Econometrica, Econometric Society, vol. 56(6), pages 1419-1453, November.
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