st: linear vs log-linear regression: specification tests

[Christer.Thrane@hil.no]

Hi,

The so-called Bera-McAleer test examines whether Y or logY should be used
as the dependent varaible in a regression analysis. Another test (or is it
the same?) is referred to as the PE test of functional form.

Is there a way to carry out any of these tests (semi-)automatically in
Stata?

Best regards,

Christer Thrane



*
*   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/