# Computing p-value of LM statistic value in Stata

Do you know how can I compute out the p-value in LM statistics? (What is the command in stata?) I know that to implement the LM computing procedure I have to do the following steps:

1. Obtain the OLS estimators of the restricted model;
2. Obtain the residuals regression;
3. regress the residuals on all independent variablesof the unrestricted model;
4. get the R^2 of this regression;
5. get LM stat that is [R^2] * [# of observations];

I know how I have to proceed till now, but how can I compute out the p-value for the LM statistics? Does somebody know how getting the solution? Thanks in advance for helping!!

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White's test is pre-programmed in Stata as estat imtest, white. See stata.com/help.cgi?regress%20postestimation (search page for 'White') – onestop Dec 18 '11 at 16:05