Can anyone share LM test codes to conduct panel data analysis on Eviews??

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Akram Shavkatovich Hasanov

As far as know, LM test does not require any special code. If the usual R^2 statistic is calculated for panel model (which is usually given in EViews output), then the following asymptotic approximation can be used

T*R^2 which asymptotically follows Chi-squared distribution

where T is the sample size for the panel

Merve Tuncay

Thank you very much for your help.. Just a friend of mine said she has LM codes and can send them to me, then since she forgot to do so I thought I may find the so-called codes on my own on the net..

Best wishes..