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Re: st: LM test for OLS

From   Stas Kolenikov <>
Subject   Re: st: LM test for OLS
Date   Fri, 4 Oct 2002 14:15:02 -0400 (EDT)

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
    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
 -  --

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