Inferring the Order of the Choice Process Using Consumer Purchase Histories
通过蒙特卡洛研究，探讨了多项游程检验在小样本下的性质，发现其检验力和实际大小受真实模型、购买历史长度和基线选择概率偏度的影响，并给出了该检验在实证研究中的使用指南。
The small-sample properties of the multinomial runs (MR) test, which is often used to test for effects of previous brand choices on current brand-choice probabilities, are explored in this article through a Monte Carlo study of different buyer-level brand-choice probability models. The power and the actual size of this test, under a null hypothesis of no previous brand-choice effects, are shown to depend on the nature of the true underlying model, length of purchase history, and skewness in baseline choice probabilities. We provide some guidelines for when the MR test is more useful in empirical research.