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  • New package xtloglin available on SSC

    Thanks to Kit Baum, a new package xtloglin is now available on SSC and can be installed by typing:


    Code:
    ssc install xtloglin

    xtloglin implements a robust Lagrange multiplier test after regress or xtreg for testing the null of linear and log-linear regression models against Box-Cox alternatives. Details of the test are described in the accompanying slides.


    Any comments are most welcome.


    Thanks,
    David.
    Last edited by David Vincent; 15 Sep 2023, 03:55.
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