尤度比検定、Wald検定、ＬＭ検定　(アウトプット)

Maximum Likelihood Esimation using BFGS method.
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Unconstrained Model
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               est. coeff.    std. err.      z-value      p-value
beta1              -3.5265       1.7435      -2.0227     0.021555
beta2              0.72039     0.017163       41.975      0.00000
beta3              0.43634      0.28599       1.5257     0.063537
beta4             -0.21989      0.33353     -0.65928      0.25486
beta5              0.42652     0.098623       4.3247  7.6370e-006
sigma^2            0.14863     0.017456       8.5147  8.3516e-018
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Constrained Model (B3+B4+B5=1)
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               est. coeff.    std. err.      z-value      p-value
beta1              -4.6908      0.87258      -5.3758  3.8129e-008
beta2              0.72069     0.017194       41.916      0.00000
beta3              0.59291      0.20173       2.9391    0.0016458
beta4           -0.0073811      0.18809    -0.039243      0.48435
sigma^2            0.14924     0.017528       8.5147  8.3508e-018
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TEST H0:B3+B4+B5=1 vs H1:B3+B4+B5 =! 1
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                         Statistic      p-value
LM test                    0.59172      0.44175
Likelihood ratio test      0.59293      0.44129
Wald test                  0.59415      0.44082