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Testing the Multinomial Logit Model against the Multinomial Probit Model without Estimating the Probit Parameters

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  • Joel Horowitz

    (U.S. Environmental Protection Agency, Washington, D.C.)

Abstract

The multinomial logit formulation of travel demand models is analytically transparent and computationally tractable, but it is based on relatively restrictive behavioral assumptions. The validity of these assumptions for a given choice situation can be tested empirically by comparing the logit model with a general multinomial probit model. This paper describes a Lagrangian multiplier test that enables the comparison to be carried out without estimating the values of the parameters of a general probit model.

Suggested Citation

  • Joel Horowitz, 1981. "Testing the Multinomial Logit Model against the Multinomial Probit Model without Estimating the Probit Parameters," Transportation Science, INFORMS, vol. 15(2), pages 153-163, May.
    • Handle: RePEc:inm:ortrsc:v:15:y:1981:i:2:p:153-163
    DOI: 10.1287/trsc.15.2.153
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    Cited by:

    1. Chiara Monfardini & Joao Santos Silva, 2008. "What can we learn about correlations from multinomial probit estimates?," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-9.
    2. repec:ebl:ecbull:v:3:y:2008:i:28:p:1-9 is not listed on IDEAS
    3. W C Halperin & G D Richardson & N Gale & C M Costanzo, 1984. "A Generalized Procedure for Comparing Models of Spatial Choice," Environment and Planning A, , vol. 16(10), pages 1289-1301, October.

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