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

Published Online:https://doi.org/10.1287/trsc.15.2.153

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.

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