Hi,
I know this is a very basic question question, but
please, help me, I am a Stata newbie.
In some tutorials I have read that the
Breusch-Pagan/Cook-Weisberg test for
heteroscedasticity should be run after the regression
only as:
hettest
But in other tutorials I have read that it should be
run as:
hettest resid
where resid is the name of the residuals. Needless to
say, these options yield different results.
How is this command used properly?
Also, it is interesting, because sometimes I find
heteroscedasticity using "hettest", but there is no
heteroscedasticity according to the White test
("whitetst") or "hettest resid".
Thank you, your help will be much appreciated.
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