[Limdep Nlogit List] Cox's test

[ecptq at bath.ac.uk]

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