[Limdep Nlogit List] Odp: Restricted estimation

[Jadwiga Kostrzewska]

Hello,
Maybe try:

PROBIT ;Lhs=d ;Rhs=z ;Hold $
SELECT ;Lhs=y ;Rhs=x ;MLE ;Test: b(32)=0$
(I think  ';Par' is redundant - the results are the same)

+---------------------------------------------+
| ML Estimates of Selection Model             |
| Maximum Likelihood Estimates                |
| Dependent variable                  ZAL     |
| Weighting variable                 None     |
| Number of observations            12314     |
| Iterations completed                 38     |
| Log likelihood function       -11393.38     |
| Number of parameters                 32     |
| Info. Criterion: AIC =          1.85567     |
|   Finite Sample: AIC =          1.85569     |
| Info. Criterion: BIC =          1.87495     |
| Info. Criterion:HQIC =          1.86213     |
| Model estimated: Sep 20, 2009, 11:58:13PM   |
| FIRST 10 estimates are probit equation.     |
| Wald test of  1 linear restrictions         |
| Chi-squared = 3486.47, Sig. level =  .00000 |
+---------------------------------------------+
The result is in two last lines.
Sometimes the command:
MATRIX; Stat(b,varb)$
is usefull to take the numer of the tested b()=0.

Regards,
Jadwiga Kostrzewska


Dnia 20-09-2009 o godz. 19:27 Yen Steven T napisał(a):
> Dear Limdepers
> I am testing restricted estimation with the sample selection model by
> imposing rho=0 (I have 15 regressors in the selection equation and level
> equation). The restriction ";rst=..." seems to get ignored. Any clues?
> Thanks.
> ---
>  
> probit ;lhs=d ;rhs=z ;hold $
> select ;lhs=y ;rhs=x ;mle ;par
>        ;rst=a1,a2,a3,a4,a5,a6,a7,a8,a9,a10,a11,a12,a13,a14,a15,
>             b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,b12,b13,b14,b15,ss,0 $
>  
> ---
> Steven T. Yen
> http://web.utk.edu/~syen/
> <http://web.utk.edu/~syen/> Check out our postdoc opening at:
> http://web.utk.edu/~syen/postdoc.html
> <http://web.utk.edu/~syen/postdoc.html>
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