Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: LM test for OLS


From   "Jun Xu" <[email protected]>
To   [email protected]
Subject   st: LM test for OLS
Date   Wed, 02 Oct 2002 23:06:35 -0500

Dear statalisters,

Does anyone know how to get LM test statistic after running regress? I have looked at test, and it only implements wald and lrtest tests. Other test commands such as testnl and linktest do not seem to produce LM Chi-Square test-statistic. Thanks a lot.

Jun Xu
Department of Sociology
Indiana University at Bloomington


_________________________________________________________________
Chat with friends online, try MSN Messenger: http://messenger.msn.com

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index