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From |
Richard Williams <Richard.A.Williams.5@nd.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: RE: Goldfeldt-Quant versus -hettest- |

Date |
Tue, 03 Feb 2004 23:01:52 -0500 |

At 06:43 PM 2/3/2004 -0600, Scott Merryman wrote:

Greene does note (page 509, 4th ed) that if the disturbances in the two groupsGreene's discussion is helpful, thanks. I still find myself wondering why/if you would ever want to use GQ over some of the alternatives. GQ is one of those things I'll probably keep teaching just for the sake of reading competency if nothing else, but I'm not sure how really vital it is given seemingly simpler, more powerful and more flexible alternatives.

are normally distributed, then the Goldfeld-Quandt statistic is exactly

distributed as an F. If not, then the F distribution is only approximate and an

alternative with known large sample properties - such as White's test - may be

preferred.

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**References**:**st: RE: Goldfeldt-Quant versus -hettest-***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**st: Re: RE: Goldfeldt-Quant versus -hettest-***From:*"Scott Merryman" <smerryman@kc.rr.com>

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