@TechReport{iza:izadps:dp5826,
            	author={Vijverberg, Wim P.},
            	title={Testing for IIA with the Hausman-McFadden Test},
            	year={2011},
	month={Jun},
            	institution={Institute of Labor Economics (IZA)},
            	address={Bonn},
            	type={IZA Discussion Paper},
            	number={5826},
            	url={https://www.iza.org/index.php/publications/dp5826},
	abstract={The Independence of Irrelevant Alternatives assumption inherent in multinomial logit models is most frequently tested with a Hausman-McFadden test. As is confirmed by many findings in the literature, this test sometimes produces negative outcomes, in contradiction of its asymptotic χ² distribution. This problem is caused by the use of an improper variance matrix and may lead to an invalid statistical inference even when the test value is positive. With a correct specification of the variance, the sampling distribution for small samples is indeed close to a χ² distribution.},
	keywords={multinomial logit;IIA assumption;Hausman-McFadden test},
            }