[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: re: heteroskedasticity questions
Another well-kept secret in the area of H testing is official -
robvar-, which is very useful for testing for groupwise H (it can be
thought of as a G-group generalization of the Goldfeld-Quandt two-
sample test). See
Christopher F Baum, 2006.
"Stata tip 38: Testing for groupwise heteroskedasticity," Stata
Journal, StataCorp LP, vol. 6(4), pages 590-592, December.
Kit Baum, Boston College Economics
An Introduction to Modern Econometrics Using Stata:
* For searches and help try: