[Limdep Nlogit List] Switch

[Thornburg, Steven]

Does anyone have a procedure to extracting statistics for each regime
equation from the nlogit SWITCH output?

Such as a test of whether a switch has occurred, such as a Chow test on
difference in coefficients?

Hwo do I obtain

2[logl(1) + logl(2) - logl(pooled)]

 

Given a simple 1 variable equation for both regimes?

 

-------------------------------------

Steven Thornburg, Ph.D. CPA

Assistant Professor

Todd 237F

Department of Accounting

Washington State University

Pullman, WA 99164

Voice:  (509) 335-2222

Fax:      (509) 335-4275