Testing restrictions on parameters
The Wald, LM and D tests

Click on the Testing drop down menu and select the Wald, LM, and D entry. What you should see is the following

The first thing you should notice is that most fields are "grayed out", which in"GUI" terms means that they are disabled. Upon selecting the test you want to perfrorm, the fields that are required will become active.
For example, Wald tests require the unrestricted parameters, the constraints, and their first derivative; as a result, once you select the Wald test, all these field will become active.
Similarly, if you want to perfrom an LM test, only the restricted estimates are used; so, upon selecting the LM test, the field for the restricted parameters will become active. See examples below.

LM test
All tests
 Wald test
Only LM test
All tests are selected
Only Wald test

Fields' explanation

Select tests

Select the tests you want to perform (multiple selection is allowed).
Unrestricted Output

You must provide the name of a variable that consists of the output of the unrestricted GMM estimates; this variable must exist in the workspace.
In other words, prior of performing a Wald, say, test, you need to use the GMM-GUI to get your unrestricted estimates. Recall that during the estimation you are asked to select a name under which your output will be saved (field: Output will be saved as); the name that you selected during the unrestricted GMM estimation is what you should input here.
Restricted Output

You must provide the name of the variable that consists of the output of the restricted GMM estimates; this variable must exist in the workspace. In other words, prior of performing an LM, say, test, you need to use the GMM-GUI to get your restricted estimates. Recall that during the estimation you are asked to select a name under which your output will be saved (field: Output will be saved as); the name that you selected during the restricted GMM estimation is what you should input here.
Constraints' function

Here you input the name of the constrains' function that you used during the restricted GMM estimation. Follow this link for more details.
# of restrictions

A positive integer, that equals the number of restrictions you are testing .
Output

The tests will be saved under the name you enter in this field; suppose that the name you select is tests1. Then, tests1 will be a structure variable with the following fields:
'Waldtest': The value and prob. of the Wald test.
'LMtest': The value and prob. of the LM test.
'Dtest' : The value and prob. of the D test.
Clear all

Clears all fields and returns the GUI to its initial state.