|From||Richard Williams <Richard.A.Williams.email@example.com>|
|Subject||Re: st: Re: Problems with -hetgrot-|
|Date||Mon, 15 Mar 2004 08:14:41 -0500|
At 07:38 PM 3/14/2004 -0500, Richard Williams wrote:Incidentally, it turns out that Greene's data is also available from Stata:
Here is an alternative approach that finally seems to get the test statistic right. It involves a chi-square contrast of the restricted homoskedastic model and an unrestricted heteroscedastic model. I am again using Greene's data in table 15.1, 4th edition.