LMFREG2: Stata module to compute 2SLS-IV Linear vs Log-Linear Functional Form Tests

Emad Shehata and Sahra Mickaiel

Statistical Software Components from Boston College Department of Economics

Abstract: lmadw2 computes 2SLS-IV Linear vs Log-Linear Functional Form Tests

Language: Stata
Requires: Stata version 11
Keywords: Regression; 2SLS; LIML; GMM; Antilog R2; Box-Cox test; Bera-McAleer BM Test; Davidson-Mackinnon PE Test (search for similar items in EconPapers)
Date: 2012-09-10
Note: This module should be installed from within Stata by typing "ssc install lmfreg2". 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/lmfreg2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmfreg2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmfreg2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmfreg2.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmfreg2.dta sample data file (application/x-stata)

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