.-
help for ^hlu^                                                (STB-32: sts11)
.-

Hildreth-Lu regression
----------------------

    ^hlu^  [depvar [varlist]] [^if^ expr] [^in^ range] [^,^ ^l^evel^(^#^)^ ^nol^og]

^hlu^ shares the features of estimation commands (see help @est@),
see the warning below. See help @matsize@ to reset problem-size limits.

Description
-----------

^hlu^ estimates a linear regression of depvar on varlist that is corrected 
for serially correlated residuals using the Hildreth-Lu iterative
process. This is similar to the Prais-Winsten procedure but chooses a 
correlation estimate the minimizes the error sum of squares.

Warning:  After ^hlu^, to use ^predict^, you must first "^gen _iter=1^".


Options
-------

^nolog^ suppresses the iteration log. The procedure uses a simple bisection
    search algorithm to find the estimate that minimizes the error sum of 
    squares. The procedure iterates 16 times to ensure that the estimate has 
    been obtained to the 4th decimal place.


Examples
--------

 . ^regdw sur idel time^      (estimate model, report Durbin-Watson statistic)
 . ^hlu sur idel time^        (reestimate model using Hildreth-Lu correction)
 . ^hlu^                      (redisplay estimates)


Also See
--------

 Manual:  [5s] corc
    STB:  @prais@, if installed
On-line:  help for @correlate@, @predict@, @regress@, @test@


Author
------
        James W. Hardin
        Stata Corporation
        stata@@stata.com