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st: How to computer the F statistic for the BP test for heteroskedasticity?
From
Ngoc Anh Vo Thi <vtnanh@yahoo.com>
To
Statalist <statalist@hsphsun2.harvard.edu>
Subject
st: How to computer the F statistic for the BP test for heteroskedasticity?
Date
Fri, 8 Sep 2006 10:02:10 -0700 (PDT)
Dear Stata users,
Could you tell me how to compute the F stat. for the
Breusch-Pagan test for heteroskedasticity? I used
bpagan, but it gives the LM statistic.
Many thanks for your helps,
Vo Thi Ngoc Anh
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