/* bgodfrey2 VERSION 1.0.0 21dec2002 */ VERSION 8.0 INCLUDE _std_large INCLUDE header HELP hlp1, view("help bgodfrey") RESET res1 DIALOG main, label("bgodfrey2 - Calculate the Breusch-Godfrey LM statistic after regress (panel)") /* */ 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 _ls _iwd ., /* */label("Do not use Davidson and MacKinnon's") /* */option(nomiss0) TEXT tx_nodm _cksep _vss _inwd ., /* */label("approach") CHECKBOX ck_small _lft _ls _iwd ., /* */label("Obtain p-values using the F or t distribution")/* */option(small) END PROGRAM command BEGIN put "bgodfrey2 " beginoptions if main.ck_lags { require main.ed_lags optionarg main.ed_lags } option main.ck_nodm option main.ck_small endoptions END