help: lmhlrxt dialog:

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 - 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

lmhlrxt Citation

Shehata, Emad Abd Elmessih (2012)

LMHLRXT: "Stata Module to Compute Greene Likelihood Ratio Panel Heteroscedasticity Test"

Online Help:

lmhlmxt, lmhlrxt. (if installed).