Timeline for Computing p-value of LM statistic value in Stata
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| May 1, 2015 at 0:01 | vote | accept | Quantopik | ||
| Dec 18, 2011 at 20:28 | comment | added | Seb | I has been a while since my last time working in stata but I think this link may be useful for you. | |
| Dec 18, 2011 at 19:09 | comment | added | Quantopik | I solved my problem; anyway thank you for your interest and for helping afresh! In any case, I needed for the LM statistics p-value that one can compute out by texting on stata command: display chi2tail(q;n*R^2). Thank you agin man! | |
| Dec 18, 2011 at 16:13 | history | edited | Giacomo Arrighini | CC BY-SA 3.0 |
added 1 characters in body
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| Dec 18, 2011 at 16:09 | history | edited | onestop | CC BY-SA 3.0 |
White (1980), not 1970
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| Dec 18, 2011 at 16:05 | comment | added | onestop |
White's test is pre-programmed in Stata as estat imtest, white. See stata.com/help.cgi?regress%20postestimation (search page for 'White')
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| Dec 18, 2011 at 15:40 | history | answered | Giacomo Arrighini | CC BY-SA 3.0 |