[Limdep Nlogit List] probit vs. semiparametric model
wgreene at stern.nyu.edu
Wed Sep 30 20:15:34 EST 2009
(1) There is no test statistic for "testing" a parametric specification
against a semiparametric one. They are not estimating the same thing and
they are not maximizing the same criterion function. The models are not
nested in any sense save for the "space" of models in the parametric
case is narrower than that for the semiparametric one.
(2) You can provide your own starting values for the Klein and Spady model.
But, to do so, make sure you put the constant term, ONE, last in your
RHS list. Then, also assume that the starting value for the constant term
must be 0.0 and the starting value for the second to last coefficient,
just before the constant term, must be 1.0.
----- Original Message -----
From: "Jadwiga Kostrzewska" <dwakotki at wp.pl>
To: "Limdep and Nlogit Mailing List" <limdep at limdep.itls.usyd.edu.au>
Sent: Wednesday, September 30, 2009 3:43:46 AM GMT -05:00 Columbia
Subject: [Limdep Nlogit List] probit vs. semiparametric model
Hello Everybody once again :)
I ask too quickly my previous question about Chi2 tests, and I know the
But I do not know how to test the probit model vs. its semi-parametric
specification received by Kleins and Spadys method.
Any ideas are welcome.
I have still a question about adding ; Start=... to give my own start
values for SEMI?
Tysiące ofert mieszkań!
Sprawdź nowe ceny.
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