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st: bgtest, durbinh


From   baum <[email protected]>
To   StataList <[email protected]>
Subject   st: bgtest, durbinh
Date   Mon, 12 Aug 2002 12:06:21 -0400

The durbinh (Durbin's H test) and bgtest (Breusch-Godfrey LM test) routines for the analysis of serial correlation in regression residuals have been updated from the versions published in STB-55. An option, force, has been added that permits these routines' use after regress, robust or newey. The routines are available for Stata 6 and 7, and may be accessed via the ssc command (or archutil, in Stata 6).

Kit Baum and Vince Wiggins

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