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Re: st: White test for heteroskedasticity: maxvar


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: White test for heteroskedasticity: maxvar
Date   Fri, 18 Aug 2006 09:43:01 -0500

That is a simplistic version of -hettest-... which Gauri should have
tried first, too.

On 8/17/06, Rudy Fichtenbaum <rudy.fichtenbaum@wright.edu> wrote:
Gauri,

You might also consider running the special case of White's test suggested by
Wooldridge. He suggests regressing uhat squared (the squared residual) on yhat
and yhat squared (the predicted value from an ols regression and the predictied
value squared).
--
Stas Kolenikov
http://stas.kolenikov.name
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