Testing the Multinomial Logit Model

Journal
Classification and Information Processing at the Turn of the Millennium
ISSN
1431-8814
Date Issued
2000
Author(s)
Bartels, K.
Müller, M.
Editor(s)
Decker, R.
Gaul, W.
DOI
10.1007/978-3-642-57280-7_32
Abstract
A general test to check the adequateness of a regression model against nonparametric alternatives is presented. This test procedure is then applied to the well known multinomial logit model and its power is considered in a simulation study. Finally, the multinomial logit model is tested for a real scanner panel data set. The null hypothesis that the multinomial logit model is an adequate model for the real data set is rejected.