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st: Re: st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <>

From   Nick Cox <>
Subject   st: Re: st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <>
Date   Thu, 27 Sep 2012 02:04:25 +0100

You are correct on the first point copied below. I didn't check and
didn't see that -estat bgodfrey- does leave these results as matrices.
Sorry to mislead you on that detail.

However, your code is cycling over lags 1/24 and yet your
Breusch-Godfrey test is _always_ for lag 1. Is that right?

Also, I did make the point earlier (again, copied below) that _where_
you get user-written files from is the crucial bit of information, not
the authors' names. -ivhettest-, -estout- and -estadd- are best
installed from SSC.


On Wed, Sep 26, 2012 at 9:42 PM, Rodrigo Briceño <> wrote:
> Following Nick recommendations the final code I got was the presented
> below. The suggested code for Breusch-Godfrey test didn't work, so I
> stayed with the use of a matrix to hold constants (it was suggested
> "estadd scalar bgchi2s =r(chi2)" but it didn't work since
> Breusch-Godfrey test produces the results on a matrix format).

> Please notice that I'm using ivhettest (Mark E Schafferm) for testing
> heteroskedasticity, estout and estadd (Ben Jann) for presenting
> regression results in the form of a table.

> 2012/9/25 Nick Cox <>:
>> I commented on this in my earlier post, but it's a prominent request
>> in the Statalist FAQ:
>> "Say what command(s) you are using. If they are not part of official
>> Stata, say where they came from: the STB/SJ, SSC, or other archives.
>> For more explanation, see 8. Ado-files FAQ below."
>> You should give enough information for anyone else to be able to
>> download the program easily.
>> Note that giving the program's author alone is not informative, as
>> readers still need to know _where_ the program files are to be found.
>> Nick
>> On Tue, Sep 25, 2012 at 6:25 PM, Rodrigo Briceño <> wrote:
>>> Thanks, when you say: "you are asked to explain where they come from"
>>> you mean to introduce a note in the syntax in order to locate or
>>> understand what they do?
>>> 2012/9/25 Nick Cox <>:
>>>> -ivhettest- is also user-written.
>>>> On Tue, Sep 25, 2012 at 6:06 PM, Nick Cox <> wrote:
>>>>> 0. You use -estout- and -estadd-, which are user-written programs, so
>>>>> you are asked to explain where they come from.

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