Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Information matrix test


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Information matrix test
Date   Sat, 29 Jul 2006 02:10:57 -0400

Lei,
  Better yet, try  estat imtest, preserve white
    to obtain the desired test.
 - Robert


Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: Lei Xuan <leix@martingale-research.com>
Date: Friday, July 28, 2006 12:40 pm
Subject: st: Information matrix test

> Hi,
> 
> Is there anyone who knows how to implement the White's information 
> matrixtest in STATA or SAS? Specifically, which version is used, 
> Wald version or
> Lagrange Multiplier version?
> 
> Thanks in advance,
> Lei
> 
> 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index