Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Heteroscedasticity test

From   "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Heteroscedasticity test
Date   Mon, 18 Jul 2005 08:38:16 -0500

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

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:


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.

Correo Yahoo!
Espacio para todos tus mensajes, antivirus y antispam �gratis! 
Reg�strate ya -
*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index