st: double-length artificial regression

["Iwan Barankay" <ecrhc@dredd.csv.warwick.ac.uk>]

Hi,

I want to make a double-length artificial regression as in Davidson 
& MacKinnon (1993, p.502ff) to test if I should make a logit 
transformation of the LHS variable or not. Is there a routine to do 
this in STATA.

Many thanks,

Iwan
_________________________________

Iwan Barankay
Department of Economics
University of Warwick
Coventry CV4 7AL
U.K.
Tel.: **44 (0)2476524930
Fax.: **44 (0)2476523032
Email: I.Barankay@warwick.ac.uk
Web: http://www.warwick.ac.uk/~ecrhc

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