📄 hausman.dlg
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/*
hausman.dlg
*! VERSION 1.1.0 06nov2004
*/
VERSION 9.0
INCLUDE _std_large
INCLUDE _ht320
INCLUDE header
HELP hlp1, view("help hausman")
RESET res1
DIALOG main, label("hausman - Hausman specification test") /*
*/ tabtitle("Main")
BEGIN
TEXT tx_ncon _lft _top _cwd1 ., /*
*/label("Consistent estimation:")
COMBOBOX cb_ncon @ _ss @ ., /*
*/label("Consistent estimation") /*
*/contents(estimates) /*
*/dropdown
TEXT tx_neff _lft2 _top _cwd1 ., /*
*/label("Efficient est.: (blank for most recent)") /*
*/
COMBOBOX cb_neff @ _ss @ ., /*
*/label("Efficient est.") /*
*/contents(estimates) dropdown
GROUPBOX gb_opt _lft _ls _iwd _ht21h, /*
*/label("Options")
GROUPBOX gb_const _indent _ms _cwd2 _ht4, /*
*/label("Intercepts")
DEFINE holdy @y
DEFINE holdxi @x
RADIO rb_noconst _indent _ss _cwd4 ., /*
*/label("Exclude from comparison") /*
*/option(NONE) first
RADIO rb_const @ _ss _cwd4 ., /*
*/label("Include in comparison") /*
*/option(constant) last
CHECKBOX ck_sigma holdxi _xls _cwd2 ., /*
*/label("Base (co)variance matrices on")/*
*/option(sigma)
TEXT tx_sigma _indent2 _vss _inwd ., /*
*/label("common estimate of disturbance")
TEXT tx_sigma1 @ _vss @ ., /*
*/label("variance (sigma2)")
CHECKBOX ck_force holdxi _ls @ ., /*
*/label("Force performance of test even") /*
*/option(force)
TEXT tx_force _indent2 _vss _inwd ., /*
*/label("though assumptions are not met")
CHECKBOX ck_df holdxi _ls _ckwd ., /*
*/onclickon(main.sp_df.enable) onclickoff(main.sp_df.disable)
SPINNER sp_df _cksep @ _spwd ., /*
*/label("Degrees of freedom") /*
*/option(df) min(1) default(1) max(c(N))
TEXT tx_df _spsep @ _spr2b ., /*
*/label("Degrees of freedom")
GROUPBOX gb_alleqs _lft2 holdy _cwd2 _ht15h, /*
*/label("Equations to use to perform test")
RADIO rb_1steq _indent _ss _cwd4 ., /*
*/label("Use first equation only") /*
*/clickon(script eq_off) /*
*/option(NONE) first
RADIO rb_alleqs @ _ms @ ., /*
*/label("Use all equations") /*
*/clickon(script eq_off) /*
*/option(alleqs)
RADIO rb_skipeq @ _ms @ ., /*
*/label("Skip these equations:") /*
*/option(NONE) /*
*/clickon(script skipeq_on)
DEFINE holdx @x
EDIT ed_skipeq _indent2 _ss _inwd ., /*
*/label("Skip these equations") /*
*/option(skipeqs)
RADIO rb_eqs holdx _ms _cwd4 ., /*
*/label("Associate these equations:") /*
*/clickon(script eqs_on) last /*
*/option(NONE)
EDIT ed_eqs _indent2 _ss _inwd ., /*
*/label("Associate these equations") /*
*/option(equations)
TEXT tx_eqs @ _ss @ ., /*
*/label("Example: 1:1 2:3 3:4")
END
DIALOG adv, label("hausman - Hausman specification test") tabtitle("Advanced")
BEGIN
TEXT tx_tcon _lft _top _cwd2 ., /*
*/ label("Consistent estimator column header:")
TEXT tx_teff _lft2 @ _cwd2 ., /*
*/ label("Efficient estimator column header:")
EDIT ed_tcon _lft _ss _cwd2 ., /*
*/ label("Consistent estimator column header") /*
*/ option(tconsistent)
EDIT ed_teff _lft2 @ _cwd2 ., /*
*/ label("Efficient estimator column header") /*
*/ option(tefficient)
END
SCRIPT skipeq_on
BEGIN
main.ed_eqs.disable
main.ed_skipeq.enable
END
SCRIPT eqs_on
BEGIN
main.ed_eqs.enable
main.ed_skipeq.disable
END
SCRIPT eq_off
BEGIN
main.ed_eqs.disable
main.ed_skipeq.disable
END
PROGRAM command
BEGIN
put "hausman "
require main.cb_ncon
put main.cb_ncon " "
if !main.cb_neff {
put ". "
}
if main.cb_neff {
put main.cb_neff
}
beginoptions
option radio(main rb_noconst rb_const)
option radio(main rb_1steq rb_alleqs rb_skipeq rb_eqs)
if main.rb_skipeq {
require main.ed_skipeq
optionarg main.ed_skipeq
}
if main.rb_eqs {
require main.ed_eqs
optionarg main.ed_eqs
}
option main.ck_sigma
option main.ck_force
optionarg main.sp_df
if adv.ed_tcon {
optionarg /quoted adv.ed_tcon
}
if adv.ed_teff {
optionarg /quoted adv.ed_teff
}
endoptions
END
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