[Limdep Nlogit List] Poe Test

William Greene wgreene at stern.nyu.edu
Thu Oct 12 02:06:08 AEDT 2017


Michael.  Assuming you are using version 6 (I'm not sure this is available
in
version 5), you can use
CALC ; List ; Poe(vector1,vector2) $
This produces the statistic based on the full convolution. Vectors must be
defined
with a MATRIX command.  If x1 and x2 are two variables, use
MATRIX ; vector1 = x1 ; vector2 = x2 $
then CALC Poe.  The test can be based on the difference of the vectors if
they
are the same length.  Use
CALC ; List ; Poe(vector1,vector2,1) $
Regards
Bill Greene

On Wed, Oct 11, 2017 at 9:12 AM, Danne, Michael <
michael.danne at agr.uni-goettingen.de> wrote:

> Dear all,
>
> I`m struggeling in understanding the difference between the Poe test and
> the Kolmogorov-smirnoff test for comparing two distributions.
> Is there a way to compute Poe in NLOGIT?
>
> Kind regards,
> Michael
>
>
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-- 
William Greene
Department of Economics
Stern School of Business, New York University
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