LMHREG3: Stata module to compute Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: lmhreg3 computes Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions

Language: Stata
Requires: Stata version 10
Keywords: 3SLS; SURE; regression; Heteroscedasticity; Engle LM ARCH Test; Hall-Pagan LM Test; Overall Breusch-Pagan LM Test; Overall Likelihood Ratio LR Test; Overall Wald Test (search for similar items in EconPapers)
Date: 2011-12-22, Revised 2011-12-27
Note: This module should be installed from within Stata by typing "ssc install lmhreg3". 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/lmhreg3.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhreg3.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhreg3.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmhreg3.dta sample data file (application/x-stata)

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