/* durbina2 VERSION 1.0.0 21dec2002 */ VERSION 8.0 INCLUDE _std_large INCLUDE _ht230 INCLUDE header HELP hlp1, view("help durbina") RESET res1 DIALOG main, label("durbina2 - Durbin's alternative test after regress with panel data") /* */ tabtitle("Main") BEGIN /*--+----1----+----2----+----3----+----4----+----5----+----6----+----7----+*/ DEFINE _x _xsetbu DEFINE _y _top INCLUDE _bu_tsset CHECKBOX ck_lags _lft _ms _iwd ., /* */label("Specify the lag orders to be tested") /* */clickon(gaction main.ed_lags.enable) /* */clickoff(gaction main.ed_lags.disable) EDIT ed_lags _indent2 _ss _ibwd ., /* */label("Specify the lag orders to be tested") /* */option(lags) CHECKBOX ck_nodm _lft _ms _iwd ., /* */label("Do not use Davidson and MacKinnon's") /* */option(nomiss0) TEXT tx_nodm _cksep _vss _inwd ., /* */label("approach") CHECKBOX ck_force _lft _ms _iwd ., /* */label("Allow test after -regress, robust-") /* */option(force) RADIO rb_none @ _ls _iwd ., /* */label("Obtain p-values using default distribution") /* */first option(NONE) RADIO rb_robust @ _ss _iwd ., /* */label("Use Huber/White/sandwich robust estimator") /* */option(robust) RADIO rb_small @ _ss @ ., /* */label("Obtain p-values using the F or t distribution")/* */option(small) last END PROGRAM command BEGIN put "durbina2 " beginoptions if main.ck_lags { require main.ed_lags optionarg main.ed_lags } option main.ck_nodm option radio(main rb_none rb_robust rb_small) option main.ck_force endoptions END