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st: Heteroscedasticity test for specific explanatory variable


From   "Sun, Yan (IFPRI)" <Y.SUN@cgiar.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Heteroscedasticity test for specific explanatory variable
Date   Mon, 13 Dec 2010 11:09:27 -0500

Dear Statalist,

I have an equation to estimate: Y=a+b1*X1+b2*X2+b3*X3+B4*X4+error term,
Y is continuous variable, how do I conduct heteroscedasticity test for
each explanatory variable (X1, X2 X3 abd X4)(in other words, I want to
have a formal way to test if X1 or X2/X3/X4 causes the
heteroscedasticity problem? I know there is a paper Pagan and Vella
(1989) dealing with this, but I do not know the STATA code to do this?
Thank you.

Yan 
IFPRI


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