XTLOGLIN: Stata module to perform robust Lagrange multiplier test of linear and log-linear models against Box-Cox alternatives after regress or xtreg

David Vincent ()
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David Vincent: DV Econometrics

Statistical Software Components from Boston College Department of Economics

Abstract: xtloglin implements a Lagrange multiplier test for testing the null of linear and log-linear regression models against Box-Cox alternatives. The test can be run after regress or xtreg and is based on a non-linear instrumental variables estimator of the Box-Cox model proposed by Amemiya and Powell (1981). For further details, please see Vincent, D., UK Stata Conference 2023.

Language: Stata
Requires: Stata version 15.1
Keywords: regression; panel data; Lagrange multiplier; log-linear model; Box-Cox transformation (search for similar items in EconPapers)
Date: 2023-09-14
Note: This module should be installed from within Stata by typing "ssc install xtloglin". 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/x/xtloglin.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtloglin.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/Stata_UK23_Vincent.pdf documentation (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459241

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