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st: PE-test


From   Philomela@gmx.net
To   statalist@hsphsun2.harvard.edu
Subject   st: PE-test
Date   Thu, 15 Oct 2009 16:12:37 +0200

Dear all, 
to compare different functional forms such as linear, log log, linlog, loglin i would like to do a PE-test. I found -logsumm in Stata Bulletin 1992, but this does not fit with Panel data and i am not sure how to compare others than linear and linlog.
I found the same question in the archive but unfortunatly without solution.
(http://www.stata.com/statalist/archive/2007-02/msg00570.html)

Did anyone use that test in the meantime and could provide some help how to conduct it manually?

Thanks very much, 
Philomela







The test is described for example in Verbeek, Marno:A Guide to
Modern Econometrics, 2004 p.61



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