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st: LM test for OLS


From   "Jun Xu" <mystata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
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


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