Statistical Analysis: Testing and Restrictions

LIMDEP and NLOGIT’s statistical analysis tools include restricted estimation and hypothesis tests for Wald, various LM tests, LR tests for all models, the Hausman test, Cox tests and more.

Restricted Estimation

  • Equality and fixed value restrictions in all models
  • Linearly constrained maximum likelihood
  • Inequality constrained least squares

Hypothesis Tests

  • Wald test for linear restrictions
  • LM tests for any model using restricted starting values
  • LM tests for linear panel data models, finite sample forms
  • LR tests for all models
  • Hausman test
    • Conditional logit
    • Linear panel data model
    • 2SLS
    • IIA test for conditional logit
  • PE and J tests
  • Vuong test for nonnested models