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A goodness-of-fit test in the multinomial legit model based on weighted squared residuals

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  • F.A.G. Windmeijer

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  • F.A.G. Windmeijer, 1994. "A goodness-of-fit test in the multinomial legit model based on weighted squared residuals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 271-283, November.
    • Handle: RePEc:bla:stanee:v:48:y:1994:i:3:p:271-283
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    File URL: http://hdl.handle.net/10.1111/j.1467-9574.1994.tb01449.x
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    References listed on IDEAS

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    1. Cramer, J. S. & Ridder, G., 1991. "Pooling states in the multinomial logit model," Journal of Econometrics, Elsevier, vol. 47(2-3), pages 267-272, February.
    2. 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.
    3. Andrews, Donald W. K., 1988. "Chi-square diagnostic tests for econometric models : Introduction and applications," Journal of Econometrics, Elsevier, vol. 37(1), pages 135-156, January.
    4. 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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