[Limdep Nlogit List] negative IIA test statistic

A N aleks.nnn at gmail.com
Tue Jun 19 04:46:37 EST 2007


Dear all,

When performing IIA test manually as described in Applied Choice Analysis, I
get a negative test statistic :

MATRIX ; list ; q=bn'*vninv*bn$

Matrix Q        has  1 rows and  1 columns.
               1
        +--------------
       1|  -25.75191
--> Calc ; list ; p=1-chi(q,6) $
  Error   471: Cannot compute CHI; parameter 1 is < = 0
  Error   116: CALC - Unable to compute result. Check earlier message

The Calc won't work, but there is no reason to reject the IIA assumption
because the critical value for the test is >0 so any negative q is ok., am I
right?
How can I calculate the p-value, then?

Or is negative q an incorrect output?

Hope it's not a stupid question, I'm still learning to use nlogit ...
Comments will be much appreciated.

Aleks



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