[Limdep Nlogit List] F-test question
bills at gra-inc.com
Tue Apr 21 05:54:27 AEST 2020
Sorry, never mind. I figured this out.
On 4/20/2020 1:59 PM, William Spitz wrote:
> I am doing an F-test for equality of coefficients in a simple linear
> Base model is y = a + b X
> I am testing whether the observations should be split into Groups 1 and 2:
> y = a1 + b1 X + a2 + b2 X
> But when I run the restricted model (using CLS: b(1)=b(3), b(2)=b(4)),
> I don't get the same restricted coefficient values as I do when
> running the Base model.
> They're pretty close, but not the same -- and it seems to be off by
> more than just rounding error.
> Is this a "feature" of imposing restrictions via CLS?
> Thanks in advance.
> /Bill Spitz
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