Specification Error in Multinomial Logit Models: Analysis of the Omitted Variable Bias

摘要: Abstract In this article, we analyze the omitted variable bias problem in multinomial logistic probability model. Sufficient, as well necessary, conditions under which will not create asymptotically biased coefficient estimates for included variables are derived. Conditional on response variable, if explanatory and independent, occur. Bias occur relevant is independent with variable. The of plays an important role direction bias.