help: lmnwhitenl dialog:

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 - Egypt
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
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* (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
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* (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
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* (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
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* (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
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* (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
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* (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
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* (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
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* (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
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