{smcl} {hline} {cmd:help: {helpb lmhlrxt}}{space 55} {cmd:dialog:} {bf:{dialog lmhlrxt}} {hline} {bf:{err:{dlgtab:Title}}} {p 4 8 2} {bf:lmhlrxt: Greene Likelihood Ratio LR Panel Heteroscedasticity Test} {marker 00}{bf:{err:{dlgtab:Table of Contents}}} {p 4 8 2} {p 5}{helpb lmhlrxt##01:Syntax}{p_end} {p 5}{helpb lmhlrxt##02:Options}{p_end} {p 5}{helpb lmhlrxt##03:Description}{p_end} {p 5}{helpb lmhlrxt##04:Saved Results}{p_end} {p 5}{helpb lmhlrxt##05:References}{p_end} {p 1}*** {helpb lmhlrxt##06:Examples}{p_end} {p 5}{helpb lmhlrxt##08:Author}{p_end} {p2colreset}{...} {marker 01}{bf:{err:{dlgtab:Syntax}}} {p 5 5 6} {opt lmhlrxt} {depvar} {indepvars} {ifin} {weight} , {bf:{err:id(#)}} {err:[} {opt nocons:tant} {opth vce(vcetype)} {err:]}{p_end} {p2colreset}{...} {marker 02}{bf:{err:{dlgtab:Options}}} {p 1 1 1} {synoptset 3 tabbed}{...} {synopt :* {cmd: {opt id(#)} Number of Cross Sections in the Model}}{p_end} {col 7}{opt nocons:tant}{col 20}Exclude Constant Term from Equation {synopt :{opth vce(vcetype)} {opt ols}, {opt r:obust}, {opt cl:uster}, {opt boot:strap}, {opt jack:knife}, {opt hc2}, {opt hc3}}{p_end} {p2colreset}{...} {marker 03}{bf:{err:{dlgtab:Description}}} {p 2 2 2} {cmd:lmhlrxt} computes Greene Likelihood Ratio LR Panel Heteroscedasticity Test.{p_end} * Ho: Panel Homoscedasticity - Ha: Panel Heteroscedasticity {p2colreset}{...} {marker 04}{bf:{err:{dlgtab:Saved Results}}} {p 2 4 2 }{cmd:lmhlrxt} saves the following in {cmd:r()}: {col 4}{cmd:r(lrh)}{col 20}Likelihood Ratio LR Test {col 4}{cmd:r(lrhp)}{col 20}Likelihood Ratio LR Test P-Value {col 4}{cmd:r(lrhdf)}{col 20}Chi2 Degrees of Freedom {marker 05}{bf:{err:{dlgtab:References}}} {p 4 8 2}Greene, William (2003) {cmd: "Econometric Analysis",} {it:5th ed., Macmillan Publishing Company Inc., New York, USA.}; 328-330. {p2colreset}{...} {marker 06}{bf:{err:{dlgtab:Examples}}} {stata clear all} {stata sysuse lmhlrxt.dta, clear} {stata db lmhlrxt} {stata 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 ============================================================================== {marker 08}{bf:{err:{dlgtab:Author}}} {hi:Emad Abd Elmessih Shehata} {hi:Assistant Professor} {hi:Agricultural Research Center - Agricultural Economics Research Institute - Egypt} {hi:Email: {browse "mailto:emadstat@hotmail.com":emadstat@hotmail.com}} {hi:WebPage:{col 27}{browse "http://emadstat.110mb.com/stata.htm"}} {hi:WebPage at IDEAS:{col 27}{browse "http://ideas.repec.org/f/psh494.html"}} {hi:WebPage at EconPapers:{col 27}{browse "http://econpapers.repec.org/RAS/psh494.htm"}} {bf:{err:{dlgtab:lmhlrxt Citation}}} {phang}Shehata, Emad Abd Elmessih (2012){p_end} {phang}{cmd:LMHLRXT: "Stata Module to Compute Greene Likelihood Ratio Panel Heteroscedasticity Test"}{p_end} {title:Online Help:} {p 2 12 2}{helpb lmhlmxt}, {helpb lmhlrxt}. {opt (if installed)}.{p_end} {psee} {p_end}