-------------------------------------------------------------------------------
help: lmhlrxt                                                        dialog: lm
> hlrxt
-------------------------------------------------------------------------------

        +-------+
    ----+ Title +------------------------------------------------------------

    lmhlrxt: Greene Likelihood Ratio LR Panel Heteroscedasticity Test

        +-------------------+
    ----+ Table of Contents +------------------------------------------------

     Syntax
     Options
     Description
     Saved Results
     References

 *** Examples

     Author

        +--------+
    ----+ Syntax +-----------------------------------------------------------

     lmhlrxt depvar indepvars [if] [in] [weight] , id(#) [ noconstant
     vce(vcetype) ]

        +---------+
    ----+ Options +----------------------------------------------------------


      * id(#) Number of Cross Sections in the Model
 

      noconstant   Exclude Constant Term from Equation

      vce(vcetype) ols, robust, cluster, bootstrap, jackknife, hc2, hc3


        +-------------+
    ----+ Description +------------------------------------------------------

  lmhlrxt computes Greene Likelihood Ratio LR Panel Heteroscedasticity Test.

        * Ho: Panel Homoscedasticity - Ha: Panel Heteroscedasticity

        +---------------+
    ----+ Saved Results +----------------------------------------------------

  lmhlrxt saves the following in r():

   r(lrh)          Likelihood Ratio LR Test
   r(lrhp)         Likelihood Ratio LR Test P-Value
   r(lrhdf)        Chi2 Degrees of Freedom

        +------------+
    ----+ References +-------------------------------------------------------

    Greene, William (2003) "Econometric Analysis", 5th ed., Macmillan
        Publishing Company Inc., New York, USA.; 328-330.

        +----------+
    ----+ Examples +---------------------------------------------------------

  clear all

  sysuse lmhlrxt.dta, clear

  db lmhlrxt

  lmhlrxt i f c , id(5)

==============================================================================
* Greene Likelihood Ratio Panel Heteroscedasticity Test
==============================================================================
  Ho: Panel Homoscedasticity - Ha: Panel Heteroscedasticity

    Likelihood Ratio LR Test       =  104.41497
    Degrees of Freedom             =        4.0
    P-Value > Chi2(4)              =    0.00000
==============================================================================

        +--------+
    ----+ Author +-----------------------------------------------------------

  Emad Abd Elmessih Shehata
  Assistant Professor
  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

        +------------------+
    ----+ lmhlrxt Citation +-------------------------------------------------

    Shehata, Emad Abd Elmessih (2012)
    LMHLRXT: "Stata Module to Compute Greene Likelihood Ratio Panel
        Heteroscedasticity Test"

Online Help:

  lmhlmxt, lmhlrxt. (if installed).