Re: st: how to tell if there is heteroscedasticity, thanks!

["Joanne Marshall" <jmarshall1982@hotmail.co.uk>]

thank you for your info,
i will check out my econometrics book on error 1/2 test!
and yes i finally manage to reply under the same thread!

> From: Maarten buis <maartenbuis@yahoo.co.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: how to tell if there is heteroscedasticity, thanks!
> Date: Sat, 13 Jan 2007 19:00:46 +0000 (GMT)
>
> --- Joanne Marshall <jmarshall1982@hotmail.co.uk> wrote:
> > do we look at the p values for the im test and bp test to determine
> > hetero, and if we do, what p values are we looking for in order to
> > determine that?
>
> Yes, if the p-value is less then a pre-chosen value (typically .05, or
> .10, or .01) we reject the null hypothesis (in this case: the errors
> are homoscedastic).
>
> > and also how can we undertake the type 1 error 5% test, i think i
> > have seen  this before, but never knew how to work it out!
>
> What I have just said is such a test. It is too much to write a
> detailed treaties on this subject here, especially since every intro
> stats book will discuss it in detail.
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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