+-------+ ----+ Title +------------------------------------------------------------
lmnwhitenl: NLS Non Normality White Test
+-------------------+ ----+ Table of Contents +------------------------------------------------
Syntax Options Description Saved Results References
*** Examples
Authors
+--------+ ----+ Syntax +-----------------------------------------------------------
lmnwhitenl depvar [if] [in] [weight] , fun(expression) [ initial(init_val) variables(varlist) vce(vcetype ]
+---------+ ----+ Options +----------------------------------------------------------
depvar Dependent Variable
variables(varlist) Independent Variables in model
initial(init_val) Parameters (initial) Starting Values
fun(expression) RHS Mathematical Expression
SE/Robust vce(vcetype) vcetype may be gnr, robust, cluster clustvar, bootstrap, jackknife, hac kernel, hc2, or hc3
+-------------+ ----+ Description +------------------------------------------------------
lmnwhitenl computes Non Linear Least Squares Non Normality White Test.
Ho: Normality - Ha: Non Normality - White IM Test
+---------------+ ----+ Saved Results +----------------------------------------------------
lmnwhitenl saves the following in e():
e(lmnw) White IM Test e(lmnwp) White IM Test P-Value
+------------+ ----+ References +-------------------------------------------------------
Damodar Gujarati (1995) "Basic Econometrics" 3rd Edition, McGraw Hill, New York, USA.
William E. Griffiths, R. Carter Hill and George G. Judge (1993) "Learning and Practicing Econometrics", John Wiley & Sons, Inc., New York, USA; 721-725.
+----------+ ----+ Examples +---------------------------------------------------------
clear all
sysuse lmnwhitenl.dta , clear
gen ly=ln(y)
lmnwhitenl ly , fun({B0}+{B1}*k+{B2}*l)
lmnwhitenl ly, fun({B}-({H}/{R})*ln({D}*l^(-{R})+(1-{D})*k^(-{R}))) in(B 1 H 1 > R 1 D 0.5) -------------------------------------------------------------------------------
. clear all . sysuse lmnwhitenl.dta , clear . gen ly=ln(y) . lmnwhitenl ly, fun({B}-({H}/{R})*ln({D}*l^(-{R})+(1-{D})*k^(-{R}))) in(B 1 H > 1 R 1 D 0.5)
Source | SS df MS -------------+------------------------------ Number of obs = 30 Model | 59.529144 3 19.843048 R-squared = 0.9713 Residual | 1.7610762 26 .0677337 Adj R-squared = 0.9680 -------------+------------------------------ Root MSE = .260257 Total | 61.2902202 29 2.11345587 Res. dev. = .0781436
------------------------------------------------------------------------------ ly | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- /B | .1244908 .0783444 1.59 0.124 -.0365483 .28553 /H | 1.012594 .0506832 19.98 0.000 .9084134 1.116775 /R | 3.010934 2.323389 1.30 0.206 -1.764861 7.786728 /D | .3366735 .1361129 2.47 0.020 .0568895 .6164575 ------------------------------------------------------------------------------ Parameter B taken as constant term in model & ANOVA table
============================================================================== *** NLS Non Normality White Test ============================================================================== Ho: Normality - Ha: Non Normality ------------------------------------------------------------------------------ *** Non Normality Tests: - White IM Test = 2.0403 P-Value > Chi2(2) 0.3605 ------------------------------------------------------------------------------
+---------+ ----+ Authors +----------------------------------------------------------
- Emad Abd Elmessih Shehata Professor (PhD Economics) Agricultural Research Center - Agricultural Economics Research Institute - Eg > ypt Email: emadstat@hotmail.com WebPage: http://emadstat.110mb.com/stata.htm WebPage at IDEAS: http://ideas.repec.org/f/psh494.html WebPage at EconPapers: http://econpapers.repec.org/RAS/psh494.htm
- Sahra Khaleel A. Mickaiel Professor (PhD Economics) Cairo University - Faculty of Agriculture - Department of Economics - Egypt Email: sahra_atta@hotmail.com WebPage: http://sahraecon.110mb.com/stata.htm WebPage at IDEAS: http://ideas.repec.org/f/pmi520.html WebPage at EconPapers: http://econpapers.repec.org/RAS/pmi520.htm
+---------------------+ ----+ LMNWHITENL Citation +----------------------------------------------
Shehata, Emad Abd Elmessih & Sahra Khaleel A. Mickaiel (2012) LMNWHITENL: "NLS Non Normality White Test"
Online Help:
* Non Normality Tests:
* (1) (OLS) * Ordinary Least Squares Tests: lmnreg OLS Non Normality Tests lmnad OLS Non Normality Anderson-Darling Test lmndh OLS Non Normality Doornik-Hansen Test lmndp OLS Non Normality D'Agostino-Pearson Test lmngry OLS Non Normality Geary Runs Test lmnjb OLS Non Normality Jarque-Bera Test lmnwhite OLS Non Normality White Test --------------------------------------------------------------------------- * (2) (NLS) * Non Linear Least Squares Tests: lmnnls NLS Non Normality Tests lmnadnl NLS Non Normality Anderson-Darling Test lmndhnl NLS Non Normality Doornik-Hansen Test lmndpnl NLS Non Normality D'Agostino-Pearson Test lmngrynl NLS Non Normality Geary Runs Test lmnjbnl NLS Non Normality Jarque-Bera Test lmnwhitenl NLS Non Normality White Test --------------------------------------------------------------------------- * (3) (MLE) * Maximum Likelihood Estimation Tests: lmnmle MLE Non Normality Tests lmnadml MLE Non Normality Anderson-Darling Test lmndhml MLE Non Normality Doornik-Hansen Test lmndpml MLE Non Normality D'Agostino-Pearson Test lmngryml MLE Non Normality Geary Runs Test lmnjbml MLE Non Normality Jarque-Bera Test lmnwhiteml MLE Non Normality White Test --------------------------------------------------------------------------- * (4) (2SLS-IV) * Two-Stage Least Squares & Instrumental Variables Tests: lmnreg2 2SLS-IV Non Normality Tests lmnad2 2SLS-IV Non Normality Anderson-Darling Test lmndh2 2SLS-IV Non Normality Doornik-Hansen Test lmndp2 2SLS-IV Non Normality D'Agostino-Pearson Test lmngry2 2SLS-IV Non Normality Geary Runs Test lmnjb2 2SLS-IV Jarque-Bera LM Non Normality Test lmnwhite2 2SLS-IV White IM Non Normality Test --------------------------------------------------------------------------- * (5) Panel Data Tests: lmnxt Panel Data Non Normality Tests lmnadxt Panel Data Non Normality Anderson-Darling Test lmndhxt Panel Data Non Normality Doornik-Hansen Test lmndpxt Panel Data Non Normality D'Agostino-Pearson Test lmngryxt Panel Data Non Normality Geary Runs Test lmnjbxt Panel Data Non Normality Jarque-Bera Test lmnwhitext Panel Data Non Normality White Test --------------------------------------------------------------------------- * (6) (3SLS-SUR) * Simultaneous Equations Tests: lmareg3 (3SLS-SUR) Overall System Autocorrelation Tests lmhreg3 (3SLS-SUR) Overall System Heteroscedasticity Tests lmnreg3 (3SLS-SUR) Overall System Non Normality Tests lmcovreg3 (3SLS-SUR) Breusch-Pagan Diagonal Covariance Matrix r2reg3 (3SLS-SUR) Overall System R2, F-Test, and Chi2-Test diagreg3 (3SLS-SUR) Overall System ModeL Selection Diagnostic Criteria --------------------------------------------------------------------------- * (7) (SEM-FIML) * Structural Equation Modeling Tests: lmasem (SEM-FIML) Overall System Autocorrelation Tests lmhsem (SEM-FIML) Overall System Heteroscedasticity Tests lmnsem (SEM-FIML) Overall System Non Normality Tests lmcovsem (SEM-FIML) Breusch-Pagan Diagonal Covariance Matrix Test r2sem (SEM-FIML) Overall System R2, F-Test, and Chi2-Test diagsem (SEM-FIML) Overall System ModeL Selection Diagnostic Criteria --------------------------------------------------------------------------- * (8) (NL-SUR) * Non Linear Seemingly Unrelated Regression Tests: lmanlsur (NL-SUR) Overall System Autocorrelation Tests lmhnlsur (NL-SUR) Overall System Heteroscedasticity Tests lmnnlsur (NL-SUR) Overall System Non Normality Tests lmcovnlsur (NL-SUR) Breusch-Pagan Diagonal Covariance Matrix Test r2nlsur (NL-SUR) Overall System R2, F-Test, and Chi2-Test diagnlsur (NL-SUR) Overall System ModeL Selection Diagnostic Criteria --------------------------------------------------------------------------- * (9) (VAR) * Vector Autoregressive Model Tests: lmavar (VAR) Overall System Autocorrelation Tests lmhvar (VAR) Overall System Heteroscedasticity Tests lmnvar (VAR) Overall System Non Normality Tests lmcovvar (VAR) Breusch-Pagan Diagonal Covariance Matrix Test r2var (VAR) Overall System R2, F-Test, and Chi2-Test diagvar (VAR) Overall System ModeL Selection Diagnostic Criteria ---------------------------------------------------------------------------