[Limdep Nlogit List] Testing heterosc. sample selection model

[JK]

Dear LimDep Users,
I'm testing a heteroscedasticity in the sample selection model, so my 
procedure is:

? model homosk. (restr.)
 PROBIT; Lhs=SELEKCJA; Rhs=W; Hold$
 SELECT; Lhs=ZAL; Rhs=XW; MLE$
  CALC; LOGhom=LOGL$
? model heterosk. (unrestr.)
 PROBIT; Lhs=SELEKCJA; Rhs=W; Hold$
 SELECT; Lhs=ZAL; Rhs=XW; Hfn=XH; MLE$
  CALC; khe=Col(XH)$
  CALC; LOGhet=LOGL; StatLR=2*(LOGhet-LOGhom)
   ;pvLR=1-Chi(StatLR,khe)$
(...)

The problem is that StatLR<0. I was looking for a mistake in my 
procedure and I find that there are two possible restricted logL:
1)
--> PROBIT; Lhs=SELEKCJA; Rhs=W; Hold$
--> SELECT; Lhs=ZAL; Rhs=XW; MLE$
+---------------------------------------------+
| ML Estimates of Selection Model
| Maximum Likelihood Estimates
| Dependent variable ZAL
| Weighting variable None
| Number of observations 6988
| Iterations completed 30
| Log likelihood function -24312.41    <=====
| Number of parameters 28
| Info. Criterion: AIC = 6.96635
| Finite Sample: AIC = 6.96638
| Info. Criterion: BIC = 6.99380
| Info. Criterion:HQIC = 6.97581
| Model estimated: Oct 01, 2008, 01:49:07PM
| FIRST 9 estimates are probit equation.
+-------------------------------------------+

2)
--> PROBIT; Lhs=SELEKCJA; Rhs=W; Hold$
--> SELECT; Lhs=ZAL; Rhs=XW; Hfn=XH; MLE; Matrix; Rst=kxw_b,0,b19,b20$
+---------------------------------------------+
| Selection with heteroscedasticity
| Maximum Likelihood Estimates
| Dependent variable ZAL
| Weighting variable None
| Number of observations 6988
| Iterations completed 2
| Log likelihood function -24997.32   <====
| Number of parameters 19
| Info. Criterion: AIC = 7.15979
| Finite Sample: AIC = 7.15981
| Info. Criterion: BIC = 7.17842
| Info. Criterion:HQIC = 7.16621
| Restricted log likelihood -24997.32
| McFadden Pseudo R-squared .0000000
| Chi squared .1236913E-09
| Degrees of freedom 1
| Prob[ChiSqd > value] = .9999911
| Model estimated: Oct 01, 2008, 01:25:51PM
+---------------------------------------------+

In the sample selection model with hetroskedasticity, the restricted 
logL is the same as in the model with Rst=kxw_b,0,b19,b20 above:
--> PROBIT; Lhs=SELEKCJA; Rhs=W; Hold$
--> SELECT; Lhs=ZAL; Rhs=XW; Hfn=XH; MLE; Matrix$
+---------------------------------------------+
| Selection with heteroscedasticity
| Maximum Likelihood Estimates
| Dependent variable ZAL
| Weighting variable None
| Number of observations 6988
| Iterations completed 27
| Log likelihood function -24991.37    <====
| Number of parameters 20
| Info. Criterion: AIC = 7.15838
| Finite Sample: AIC = 7.15839
| Info. Criterion: BIC = 7.17799
| Info. Criterion:HQIC = 7.16514
| Restricted log likelihood -24997.32  <====
| McFadden Pseudo R-squared .0002379
| Chi squared 11.89333
| Degrees of freedom 1
| Prob[ChiSqd > value] = .5633534E-03
| Model estimated: Oct 01, 2008, 01:30:10PM
+---------------------------------------------+

I would like to know which version is correct and why the restricted 
logL, which is computed in the homoscedastic model, is different from 
the restricted logL which is computed in model with restrictions 
Rst=kxw_b,0,b19,b20. I thought it should be the same because the 
likelihood function of the homoscedastic sample selection model is a 
special case of the likelihood function of the heteroscedastic sample 
selection model (E30-12; E30-19).
Have you got any suggestions for me?
Thanks,

Jadwiga Kostrzewska
Zakład Teorii Prognoz
Katedra Statystyki
Uniwersytet Ekonomiczny w Krakowie
Polska

----------------------------------------------------
Wygraj podłożenie dubbingu pod jedną z postaci filmu MADAGASKAR 2!
Zobacz co musisz zrobić:)
http://klik.wp.pl/?adr=http%3A%2F%2Ffilm.wp.pl%2Fmadagaskar2_konkurs.html&sid=511