Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: re: heteroskedasticity questions

From   Kit Baum <>
Subject   st: re: heteroskedasticity questions
Date   Sat, 24 Feb 2007 10:44:51 -0500

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:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index