[Limdep Nlogit List] Cox's test
William Greene
wgreene at stern.nyu.edu
Wed Apr 4 11:05:57 EST 2007
In the first result, c12 is large and negative. The ratio
c12/sqr(v12) is less than -10 so the PHI function evaluates
to zero.
/B. Greene
************************************************
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY 10012
Ph. 212.998.0876
Fax. 212.995.4218
URL. http://www.stern.nyu.edu/~wgreene
Email. wgreene at stern.nyu.edu
************************************************
----- Original Message -----
From: ecptq at bath.ac.uk
Date: Tuesday, April 3, 2007 4:32 pm
Subject: [Limdep Nlogit List] Cox's test
>
> Hello,
>
> I am doing the Cox's test for nonnest models. I obtained the
> results as
> follows:
>
> namelist;z=one,edu,experien,expsq,wpt;x=one,edu,experien,expsq,wpq$
> calc;sz=ess(z,lrwage)/n;sx=ess(x,lrwage)/n$
> regress;lhs=lrwage;rhs=x;keep=xb$
> regress;lhs=xb;rhs=z;res=u$
> calc;szx=sx+sumsqdev/n;c12=n/2*log(sz/szx);v12=(sx/szx^2)*ess(x,u);
> list;coxtest=1-phi(c12/sqr(v12))$
> ?COXTEST = .10000000000000000D+01
>
> namelist;z=one,edu,experien,expsq,wpq;x=one,edu,experien,expsq,wpt$
> calc;sz=ess(z,lrwage)/n;sx=ess(x,lrwage)/n$
> regress;lhs=lrwage;rhs=x;keep=xb$
> regress;lhs=xb;rhs=z;res=u$
> calc;szx=sx+sumsqdev/n;c12=n/2*log(sz/szx);v12=(sx/szx^2)*ess(x,u);
> list;coxtest=1-phi(c12/sqr(v12))$
> ?COXTEST = .14594936348616890D+00
>
> I have checked the Limdep manual, and get the information of 'The
> hypothesis that X is correct and Z is not is tested by this'.
> However I
> am still not sure how to identify the upper results.
>
> Any help would be much appreciated.
>
> Thanks a lot.
>
> --
> Miss Tian Qiu
> Department of Economics and International Development
> University of Bath
> Tel.: (01225) 384864
>
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> Limdep at limdep.itls.usyd.edu.au
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