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.
Department of Sociology
Indiana University at Bloomington
Chat with friends online, try MSN Messenger: http://messenger.msn.com