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Research Collection School Of Computing and Information Systems

2015

Model misspecification testing

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A Misspecification Test For Logit Based Route Choice Models, Tien Mai, Emma Frejinger, Fabian Bastin Dec 2015

A Misspecification Test For Logit Based Route Choice Models, Tien Mai, Emma Frejinger, Fabian Bastin

Research Collection School Of Computing and Information Systems

The multinomial logit (MNL) model is often used for analyzing route choices in real networks in spite of the fact that path utilities are believed to be correlated. Yet, statistical tests for model misspecification are rarely used. This paper shows how the information matrix test for model misspecification proposed byWhite (1982) can be applied to test path-based and link-based MNL route choice models.We present a Monte Carlo experiment using simulated data to assess the size and the power of the test and to compare its performance with the IIA (Hausman and McFadden, 1984) and McFadden–Train Lagrange multiplier (McFadden and Train, …