?===================================================================

?  Cox test for nonnested regressions.                             =

?  User must supply two namelists for sets of regressors           =

?  Dependent variable must be named Y.                             =

?===================================================================

        NAMELIST        ; Z = ... ; X = ... $

        CALC            ; sz = ess(Z,y)/n    

                        ; sx = ess(X,y)/n $

        REGRESS         ; lhs = y  ; rhs = x ; keep = xb $

        REGRESS         ; lhs = xb ; rhs = z ; res = u $

        CALC            ; sxz = sx + sumsqdev / n

                        ; c12 =  n/2 * log(sz/szx)

                        ; v12 = (sx / szx^2) * ess(X,u)

                        ; test= 1 - phi(c12/sqr(v12)) $