LMHMSS2: Stata Module to Compute 2SLS-IV Heteroscedasticity Machado-Santos-Silva Test

Sahra Khaleel A. Mickaiel (), Emad Shehata and Sahra Khaleel A. Mickaiel ()
Additional contact information
Sahra Khaleel A. Mickaiel: Cairo University, Faculty of Agriculture, Egypt
Sahra Khaleel A. Mickaiel: Cairo University, Faculty of Agriculture, Egypt
Authors registered in the RePEc Author Service: Sahra Khaleel Mickaiel

Statistical Software Components from Boston College Department of Economics

Abstract: lmhmss2 computes 2SLS-IV Heteroscedasticity Machado-Santos-Silva Test

Language: Stata
Requires: Stata version 10
Keywords: regression; Heteroscedasticity Tests; Machado-Santos-Silva Test (search for similar items in EconPapers)
Date: 2014-08-08
Note: This module should be installed from within Stata by typing "ssc install lmhmss2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmhmss2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhmss2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhmss2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhmss2.dta sample data file (application/x-stata)

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