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IIA

Put in requests for new capabilities such as functions for new models.
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svenne
Posts: 27
Joined: 26 Apr 2020, 16:20
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IIA

Post by svenne »

Stephane & David,

I would appreciate some sort of IIA test as an apollo_ function.

Best
Sven
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: IIA

Post by stephanehess »

Hi Svenn

David and I have discussed this but have decided against implementing something. It would be very difficult to do something that would be generic enough to work across case studies. I suggest you instead have a look at the discussion on IIA tests in chapter 3 in Kenneth Train's book, and follow some of the suggestions there

Best wishes

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
svenne
Posts: 27
Joined: 26 Apr 2020, 16:20
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Re: IIA

Post by svenne »

Stephane,

I see. I have done a Hausman-MacFadden test

Code: Select all

hmft <- ( (sub.m.coef- full.m.coef) %*% 
          solve(sub.m.vc - full.m.vc) 
          ) %*%  (sub.m.coef- full.m.coef)
abs(hmft)
where sub.m is the model with the reduced choice set and full.m is the model with all alternatives. coef and vc are extracted from the apollo model object. hmft then is checked against qchisq().

Best,
Sven
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: IIA

Post by stephanehess »

Sven

nice, and that works. But of course generalising it to a function that creates a reduced choice set is the hard part, which led to our decision

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
asilvestri
Posts: 2
Joined: 06 Jul 2021, 11:58

Re: IIA

Post by asilvestri »

Sven,
Thank you for suggesting how to compute a hausman test in R. I was able to do as you explain and derive the hmft for my model, however I wonder how do you check it against the qchisq(). I am not particularly familiar with r, I would appreciate if you could explain how do you compuite the hypotesis testing once calculated the hmft.
Best,

Alessandro
svenne
Posts: 27
Joined: 26 Apr 2020, 16:20
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Re: IIA

Post by svenne »

If I remember right, hmft is compared to the critical value from the X^2 with the respective degree of freedom (i.e., 1): qchisq(hmft,1), I think it is. If hmft is larger than this value, the two models are considered to be different, i.e., IIA does not hold.
Does this help?
Best,
Sven
asilvestri
Posts: 2
Joined: 06 Jul 2021, 11:58

Re: IIA

Post by asilvestri »

Yes, thank you very much!
Best,

AS
malemu588@gmail.com
Posts: 10
Joined: 03 Mar 2022, 18:36

Re: IIA

Post by malemu588@gmail.com »

Hi Sven, I tried to estimate full and reduced models, and then directly applied the code you provided. It didn't work for me. By the way, are sub.m and full.m model names in your case?

Thanks in advance.
Best,
Mohammed
svenne
Posts: 27
Joined: 26 Apr 2020, 16:20
Contact:

Re: IIA

Post by svenne »

Hi Mohammed,

yes, sub.m and full.m are the model object names. What makes the code not work?

Best
Sven
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