[Limdep Nlogit List] Chi2 tests in SEMI;... $

[Jadwiga Kostrzewska]

Hello Everybody,
In the semiparamtric binary choice model by Klein’s and Spady’s method:
SEMI	; Lhs=SELEKCJA; Rhs=W; Kernel=Normal$
I have an output like this:
+---------------------------------------------+
| Semiparametric Binary Choice Model          |
| Maximum Likelihood Estimates                |
| Dependent variable             SELEKCJA     |
| Weighting variable                 None     |
| Number of observations            12314     |
| Iterations completed                 29     |
| Log likelihood function       -7753.998     |
| Number of parameters                  8     |
| Info. Criterion: AIC =          1.26068     |
|   Finite Sample: AIC =          1.26068     |
| Info. Criterion: BIC =          1.26550     |
| Info. Criterion:HQIC =          1.26229     |
| Restricted log likelihood     -8520.398     |
| McFadden Pseudo R-squared      .0899489     |
| Chi squared                    1532.800     |
| Degrees of freedom                    8     |
| Prob[ChiSqd > value] =         .0000000     |
| Model estimated: Sep 30, 2009, 07:01:51AM   |
| Hosmer-Lemeshow chi-squared = *********     |
| P-value=  .00000 with deg.fr. =       8     |
| Normal   kernel fn. Bandwidth =  .20810     |
+---------------------------------------------+
I do not know what does Chi2 statistic test:
1.
| Chi squared                    1532.800     |
| Degrees of freedom                    8     |
| Prob[ChiSqd > value] =         .0000000     |
and:
2.
| Hosmer-Lemeshow chi-squared = *********     |
| P-value=  .00000 with deg.fr. =       8     |

Does anybody know?
I would like to test the probit model vs. the semi-parametric model.
Any ideas are welcome.

One more question: can I add ; Start=... to give my own start values for 
SEMI?

Thanks,
Jadwiga Kostrzewska

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