That is a simplistic version of -hettest-... which Gauri should have
tried first, too.
On 8/17/06, Rudy Fichtenbaum <[email protected]> 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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