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