/* lmhgl2 *! VERSION 1.0 08/08/2015 */ VERSION 10.0 INCLUDE _std_large DEFINE _dlght 440 INCLUDE header HELP hlp1, view("help lmhgl2") RESET res1 DIALOG main, label("lmhgl2 - 2SLS-IV Heteroscedasticity Glejser Test") /// tabtitle("Main") BEGIN DEFINE _x _xsetbu DEFINE _y _top INCLUDE _bu_tsset TEXT tx_dv _lft +17 140 ., /// label("Dependent Variable:") TEXT tx_iv 160 @ 330 ., /// label("Independent Variables:") VARNAME vn_dv _lft _ss 140 ., /// ts /// label("Dependent Variable") VARLIST vl_iv 160 @ 330 ., /// fv ts /// allowcat /// label("Independent Variables") TEXT tx_vars2 _lft _ls 140 ., /// label("Endogenous Variables:") TEXT tx_ivars 160 @ 330 ., /// label("ALL Instrumental Variables:") VARLIST vl_vars2 _lft _ss 140 ., /// ts /// label("Endogenous Variables") VARLIST vl_ivars 160 @ 330 ., /// fv ts /// allowcat /// label("ALL Instrumental Variables") CHECKBOX ck_nocons +3 _ss 400 ., /* */ label("No Constant in RHS Equation only") /* */ option("noconstant") /* */ CHECKBOX ck_nocong @ _ss 400 ., /* */ label("No Constant in RHS and Instrumental Equations") /* */ option("noconexog") /* */ GROUPBOX gb_estimator _lft _ss _ibwd _ht12 , /// label("Model") RADIO rb_m1 _indent _ss _inwd ., /// first /// option(model(2sls)) /// label("Two-Stage Least Squares (2SLS)") /// onclickon(script ck_model1_off) RADIO rb_m2 @ _ss @ ., /// option(model(liml)) /// label("Limited Information Maximum Likelihood (LIML)") /// onclickon(script ck_model1_off) RADIO rb_m3 @ _ss @ ., /// option(model(melo)) /// label("Minimum Expected Loss (MELO)") /// onclickon(program ck_model1_off) RADIO rb_m4 @ _ss @ ., /// option(model(fuller)) /// label("Fuller k - Class LIML") /// onclickon(script fuller_on) EDIT ed_fuller 170 @ 70 ., /* */ label("fuller") /* */ option("kf") TEXT tx_fuler 250 @ 70 ., /* */ label("k-Class Value") /* */ RADIO rb_m5 _ilft _ms _iwd ., /// option(model(kclass)) /// label("Theil k - Class LIML") /// onclickon(script kclass_on) EDIT ed_kclass 170 @ 70 ., /* */ label("kclass") /* */ option("kc") TEXT tx_kclass 250 @ 100 ., /* */ label("k-Class Value") /* */ RADIO rb_m6 _ilft _ss _iwd ., /// last /// option(model(gmm)) /// label("Generalized Method of Moments (GMM)") /// onclickon(script ck_model1_on) GROUPBOX gb_optgmm _lft _ls _ibwd _ht9 , /// label("GMM - Generalized Method of Moments Options:") RADIO rb_g0 _ilft _ss 300 ., /* */ label("White Method") /* */ first /* */ option("hetcov(white)") /* */ DEFINE y @y RADIO rb_g1 _ilft _ss 300 ., /* */ label("Bartlet Method") /* */ option("hetcov(bart)") /* */ RADIO rb_g2 _ilft _ss 300 ., /* */ label("Daniell Method") /* */ option("hetcov(dan)") /* */ RADIO rb_g3 _ilft _ss 300 ., /* */ label("Newey-West Method") /* */ option("hetcov(nwest)") /* */ RADIO rb_g4 _ilft _ss 300 ., /* */ label("Parzen Method") /* */ option("hetcov(parzen)") /* */ RADIO rb_g5 _ilft2 y 300 ., /* */ label("Quadratic Spectral Method") /* */ option("hetcov(quad)") /* */ RADIO rb_g6 @ _ss 300 ., /* */ label("Tent Method") /* */ option("hetcov(tent)") /* */ RADIO rb_g7 @ _ss 300 ., /* */ label("Truncated Method") /* */ option("hetcov(trunc)") /* */ RADIO rb_g8 @ _ss 300 ., /* */ label("Tukey-Hamming Method") /* */ option("hetcov(tukeym)") /* */ RADIO rb_g9 @ _ss 300 ., /* */ label("Tukey-Hanning Method") /* */ last /* */ option("hetcov(tukeyn)") /* */ END SCRIPT ck_model1_on BEGIN main.rb_g0.enable main.rb_g1.enable main.rb_g2.enable main.rb_g3.enable main.rb_g4.enable main.rb_g5.enable main.rb_g6.enable main.rb_g7.enable main.rb_g8.enable main.rb_g9.enable main.ed_fuller.disable main.ed_kclass.disable END SCRIPT ck_model1_off BEGIN main.rb_g0.disable main.rb_g1.disable main.rb_g2.disable main.rb_g3.disable main.rb_g4.disable main.rb_g5.disable main.rb_g6.disable main.rb_g7.disable main.rb_g8.disable main.rb_g9.disable main.ed_fuller.disable main.ed_kclass.disable END SCRIPT fuller_on BEGIN main.ed_fuller.enable main.ed_kclass.disable END SCRIPT fuller_off BEGIN main.ed_fuller.disable main.ed_kclass.disable END SCRIPT kclass_on BEGIN main.ed_fuller.disable main.ed_kclass.enable END SCRIPT kclass_off BEGIN main.ed_fuller.disable main.ed_kclass.disable END PROGRAM command_sub BEGIN varlist main.vl_vars2 put "=" varlist main.vl_ivars END INCLUDE byifin PROGRAM command BEGIN put /program by_output " " put "lmhgl2 " varlist main.vn_dv [main.vl_iv] put "(" put /program command_sub put ")" put " " /program ifin_output beginoptions option main.ck_nocons option main.ck_nocong option radio(main rb_m1 rb_m2 rb_m3 rb_m4 rb_m5 rb_m6) option radio(main rb_g0 rb_g1 rb_g2 rb_g3 rb_g4 rb_g5 rb_g6 rb_g7 rb_g8 rb_g9) optionarg main.ed_fuller optionarg main.ed_kclass endoptions END