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st: How to do Davidson-Mackinnon P-test in STATA

From   Angsana Achakulwisut <>
Subject   st: How to do Davidson-Mackinnon P-test in STATA
Date   Sun, 18 Feb 2007 08:28:18 -0800 (PST)


I was fitting S-curve models to the data. I used
non-linear least squares (nl command in STATA) to fit
these models. Then, I wan to use Davidson-Mackinnon
P-test to compare different model specifications. But
I got stuck with the following questions:

* Are there any ready-to-use STATA commands or ADO
files for this test?
* If not, how can I do the P-test in STATA?
Any help is highly appreciated.

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