[R] IAA test on my multinomial logit

Gilbert Brenes gbrenes at ssc.wisc.edu
Tue Oct 14 19:11:45 CEST 2008

If I'm not wrong, the test for IIA is the Hausman test.

Look for hausman.systemfit in the systemfit package.


----- Original Message ----- 
From: "Erika Known" <e at it.dk>
To: <r-help at r-project.org>
Sent: Tuesday, October 14, 2008 11:43 AM
Subject: [R] IAA test on my multinomial logit

> Hi all
> I'm trying to immigrate from Stata and I want to preform a IIA test
> (Independence of Irrelevant Alternatives) on my multinomial logit model
> in R, but I can't seem to find a package that dos the trick. I've been
> looking at
> http://bm2.genes.nig.ac.jp/RGM2/R_current/library/systemfit/man/hausman.systemfit.html
> but I can't figure out what to do! I normally just type 'mlogtest,
> hausman base' to get the test in Stata. I can even use 'mlogtest,
> smhsiao base' to get the Small-Hsiao tests of IIA assumption.
> according to the literature there is also other tests.. thou I cant seem
> to find any off them in R.
> Thank for the help.
> Erika
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