[Limdep Nlogit List] Question about bivariate probit

Jane Kolodinsky Jane.Kolodinsky at uvm.edu
Fri Jul 21 00:51:27 AEST 2017

I am trying to determine whether an individual's opposition to genetic engineering is jointly determined with seeing a label that says "produced using GE."

I ran the wald test to "automate" the test and they are contradictory.

RHO(1,2)|    -.01910         .06371     -.30  .7644     -.14396    .10577

Above is the relevant output from the bivariate probit:  bivariateprobit;   Lhs=z1, z2;    Rh1=x1; rh2= x2$

The prob value is .76---do not reject rho>0.

I also calculated the wald test following p. E21-9 in the Limdep manual.

calc;list; waldtest=rho^/varrho; pvalue=1-chi(waldtest,1)$

That output is:

CALC] WALDTEST=      246.3811130
[CALC] PVALUE  =         .0000000
Calculator: Computed   2 scalar results

The output is telling me not to reject  they null hypothesis that rho =0 and the Wald test is telling me to reject the null hypothesis.

Please advise.

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