Lei,
Better yet, try estat imtest, preserve white
to obtain the desired test.
- Robert
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: Lei Xuan <[email protected]>
Date: Friday, July 28, 2006 12:40 pm
Subject: st: Information matrix test
> Hi,
>
> Is there anyone who knows how to implement the White's information
> matrixtest in STATA or SAS? Specifically, which version is used,
> Wald version or
> Lagrange Multiplier version?
>
> Thanks in advance,
> Lei
>
>
>
> *
> * 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/
>
*
* 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/
