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Re: st: RE: heteroskedasticity questions


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: heteroskedasticity questions
Date   Sat, 24 Feb 2007 11:19:09 -0500

At 11:02 AM 2/24/2007, Schaffer, Mark E wrote:
This last one is White's general test for heteroskedasticity, when used
with the -nr2- option.  And if I'm not mistaken, it is also the
heteroskedasticity test stat reported by -estat imtest-.
That appears to be the case. The -nr2- option doesn't seem to be necessary when run after -regress-. Thanks for this and all the other information!


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Richard Williams, Notre Dame Dept of Sociology
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