Dear Joao

yes, I can show.

. predict fit, xb

. gen fit2=fit^2

. ppml value lgdpx lgdpi lgdppx lgdppi ldis landli landlx fit2, cluster( ldis)

. test fit2=0

( 1) fit2 = 0

chi2( 1) = 9.31

Prob > chi2 = 0.0023

Milad

yes, I can show.

. predict fit, xb

. gen fit2=fit^2

. ppml value lgdpx lgdpi lgdppx lgdppi ldis landli landlx fit2, cluster( ldis)

. test fit2=0

( 1) fit2 = 0

chi2( 1) = 9.31

Prob > chi2 = 0.0023

Milad

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