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st: question from a new user
I am a relatively new user of Stata having used SAS for many years. I
know that when you run a regression in Stata it produces a whole series
of results that are stored under e( ) e.g. R squared, N, RSS etc. The
problem I am having is I can't figure out how to access those stored
results. I want to use the stored results to calculate an LM statistic.
I can do this manually using the results and the display command but
there must be a way of programing Stata to do this task.
Here is what I want to do. I run a restricted regression and then obtain
the residuals. Next I regress the residuals on the independent variables
from the unrestricted model. N times the R square from this equation is
an LM statistic.
Rudy
begin:vcard
fn:Rudy Fichtenbaum
n:Fichtenbaum;Rudy
org:Wright State University;Economics
adr;dom:3640 Colonel Glenn Hwy.;;Raj Soin College of Business;Dayton;OH;45435-0001
email;internet:[email protected]
title:Professor of Economics & Chief Negotiator AAUP-WSU
tel;work:937-775-3085
x-mozilla-html:TRUE
version:2.1
end:vcard
