Joseph Coveney
set more off
sysuse auto, clear
boxcox mpg weight price, notrans(foreign) model(rhs) nolog
test foreign
test weight
test price
matrix list e(V)
test [lambda]_cons
jackknife foreign = [Notrans]foreign weight = [Trans]weight ///
price = [Trans]price: boxcox mpg ///
weight price, notrans(foreign) model(rhs)
test foreign
test weight
test price
test foreign, notest // Testing >1 coefficient.
test price, accumulate
boxcox mpg weight price, notrans(foreign) model(rhs) ///
lrtest nolog nologlr
estimates store Full
boxcox mpg price, notrans(foreign) model(rhs) nolog
lrtest Full ., df(1) // Replicates built-in LR test.
boxcox mpg weight, model(rhs) nolog
lrtest Full ., df(2) // Testing >1 coefficient.
exit
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