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st: Information matrix test


From   "Lei Xuan" <leix@martingale-research.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Information matrix test
Date   Fri, 28 Jul 2006 11:40:12 -0500

Hi,

Is there anyone who knows how to implement the White's information matrix
test in STATA or SAS? Specifically, which version is used, Wald version or
Lagrange Multiplier version?

Thanks in advance,
Lei
 


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