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Re: st: How to computer the F statistic for the BP test for heteroskedasticity?


From   "Michael S. Hanson" <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to computer the F statistic for the BP test for heteroskedasticity?
Date   Fri, 8 Sep 2006 17:26:00 -0400

On Sep 8, 2006, at 1:02 PM, Ngoc Anh Vo Thi wrote:

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
Type -help regress postestimation-, then click on the -estat hettest- link. (Or code it yourself; most decent undergraduate econometrics books will explain how.)

-- Mike

P.S. This isn't a homework problem, is it?
<http://www.stata.com/support/faqs/res/statalist.html#advice>



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