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

From   Maarten buis <>
Subject   Re: st: How to do Davidson-Mackinnon P-test in STATA
Date   Sun, 18 Feb 2007 16:43:35 +0000 (GMT)

--- Angsana Achakulwisut <> wrote:
> 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?

-findit Davidson-Mackinnon- did show some hits, I am not familiar with
the Davidson-Mackinnon p-test so I can't say if that is what you want.

This immediately leads to a point in the Statalist FAQ:
"Please do not assume that the literature familiar to you is familiar
to all members of Statalist. Do not refer to publications with just
minimal details (e.g., author and date). Questions of the form "Has
anyone implemented the heteroscedasticity under a full moon test of
Sue, Grabbit, and Runne (1989)?" admittedly divide the world. Anyone
who has not heard of the said test would not be helped by the full
reference to answer the question, but they might well appreciate the
full reference."

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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