LMNAD2: Stata Module to Compute 2SLS-IV Non Normality Anderson-Darling Test
Emad Shehata () and
Sahra Mickaiel ()
Statistical Software Components from Boston College Department of Economics
lmnad2 computes 2SLS-IV Non Normality Anderson-Darling Test
Requires: Stata version 11.2
Keywords: Regression; 2SLS; LIML; MELO; GMM; K-CLASS; Two-Stage Least Squares (2SLS); Limited-Information Maximum Likelihood (LIML); Minimum Expected Loss (MELO); Fuller k-Class LIML; Theil K-Class LIML; Generalized Method of Moments (GMM); Non Normality; Anderson-Darling Test (search for similar items in EconPapers)
Note: This module should be installed from within Stata by typing "ssc install lmnad2". 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/lmnad2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmnad2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmnad2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmnad2.dta sample data file (application/x-stata)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458226
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