I am trying to run the LM test in Introductory Econometrics: A Modern Approach by Wooldridge Example 8.3
The following is the command shown in stata textbook example.
scalar hetlm = e(N)-e(rss)
scalar pval = chi2tail(2,hetlm)
display _n "Robust LM statistic : " %6.3f hetlm /*
> */ _n "Under H0, distrib Chi2(2), p-value: " %5.3f pval
When I key in this commands in STATA, the result shown is as follow:
display _n"Robust LM statistic :" %6.3f hetlm/*
Robust LM statistic :invalid syntax r(198); .
> */ _n "Under H0, distrib Chi2(2), p-value: " %5.3f pval
unrecognized command: > invalid command name r(199); .
display _n"Robust LM statistic :" %6.3f hetlm/* > */ _n "Under H0, distrib Chi2(2), p-value: " %5.3f pval
Robust LM statistic :* invalid name Kindly advise how to rectify this problem.
