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Re: st: LM test for OLS
Jun Xu wrote:
> 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.
. net search testomit
1 package found (STB listed first)
testomit from http://www.fss.uu.nl/soc/iscore/stata
testomit. Score tests for omitted variables / testomit produces
univariate and multivariate score tests for omitted / variables after
all estimation commands that support the score() option. / testomit
supports weights and clustering. / Author: Jeroen Weesie,
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- Stas.Kolenikov@unc.edu
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