Hi,

Sorry if I am sending a duplicate question, but I found no equivalent question in the list. I am trying to run the tests summarized in the Table 5.4 , p. 102 from Baltagi's Econometric Analysis of Panel Data (3e.), but I found no routine in Stata for that. The command -pantest2- (https://ideas.repec.org/c/boc/bocode/s336601.html) has LM and LM5, but not the others (BTW, LM5=sqrt(LM)?).

Would you know any routine (or could post any code) that performs the remaining tests? For convenience, I am pasting here a screenshot of the aforementioned table.

Best regards,

Iuri.


Array