At 11:58 PM 2/3/2004 +0000, Nick Cox wrote:
A Google on "Goldfeld-Quandt Stata" [sic] throws
up various recipes to try at home.
Thanks. At least I know the test is still in use! Although I'm still not
clear as to why you would want to use it instead of some of the simpler
alternatives. Also, some of the examples did show how to use Stata to do
the calculations for you, but I think this is one of those cases where it
may be easier just to do it on a calculator.
Not your question, but I'll put in a plug for
a user-written plot program called -rdplot-.
I'll check it out. Thanks.
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