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Re: st: How to computer the F statistic for the BP test for heteroskedasticity?
On Sep 8, 2006, at 1:02 PM, Ngoc Anh Vo Thi wrote:
Type -help regress postestimation-, then click on the -estat
hettest- link. (Or code it yourself; most decent undergraduate
econometrics books will explain how.)
Dear Stata users,
Could you tell me how to compute the F stat. for the
Breusch-Pagan test for heteroskedasticity? I used
bpagan, but it gives the LM statistic.
Many thanks for your helps,
Vo Thi Ngoc Anh
P.S. This isn't a homework problem, is it?
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