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st: white test

From   Rodrigo Briceño <[email protected]>
To   [email protected]
Subject   st: white test
Date   Thu, 18 Nov 2010 16:05:04 -0600

Dear Stata users. I'm using Stata 9.2 and Windows XP.

I'm running White heteroskedasticity tests, using imtest, white. My
database is a panel with 324 bonds with 54 montlhy observations each.
According with the definition of the test, it runs auxiliary
regressions using the explanatory variables, their squares and
interactions between them. My problem is that I have many dummies
incorporated (11) and 4 additional explanatory variables.

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