| ![]() |
From | "Lei Xuan" <leix@martingale-research.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Information matrix test |
Date | Fri, 28 Jul 2006 11:40:12 -0500 |
Hi, Is there anyone who knows how to implement the White's information matrix test in STATA or SAS? Specifically, which version is used, Wald version or Lagrange Multiplier version? Thanks in advance, Lei * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
© Copyright 1996–2025 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |