运行以下一段代码,结果总是在local Lm = e(N)*e(r2) local P = 1 - chi2(2,`LM')两行后出现invalid syntax的错误提示,熟悉stata的朋友帮忙找找错误在哪。谢谢
use "H:\统计软件\stata\lutkepohl.dta", clear
qui reg ln_consum ln_income
predict e1,res
qui reg ln_consum L.ln_consum ln_income
qui predict e2 if e(sample),res
qui reg e2 L.e2 L.ln_consum L.ln_income
test L.e2
qui reg ln_consum L.ln_consum ln_income
estat durbinalt
qui reg ln_consum ln_income
bgodfrey,lag(2)
bgodfrey,lag(2) small
gen L1e1 = L.e1
gen L2e1 = L2.e1
replace L1e1 = 0 if L1e1 ==.
replace L2e1 = 0 if L2e1 ==.
qui reg e1 L1e1 L2e1 ln_income
local Lm = e(N)*e(r2)
local P = 1 - chi2(2,`LM')
dis "LM = " `LM'" P-value= " `p'