There is an excellent explanation of all this in the help file - just type
-help hettest
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Gonzalo Ruiz
Sent: Saturday, July 16, 2005 6:44 AM
To: [email protected]
Subject: st: Heteroscedasticity test
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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