[Limdep Nlogit List] Cox's test

[William Greene]

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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