WHITETST: Stata module to perform White's test for heteroskedasticity
Abstractwhitetst computes White's test for heteroskedasticity following regress or cnsreg. This test is a special case of the Breusch-Pagan test (q.v. bpagan). The White test does not require specification of a list of variables, as that list is constructed from the regressor list. Alternatively, whitetst can perform a specialized form of the test which economizes on degrees of freedom. This is version 1.2.3 of the software, revised from that published in STB-55.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S390601.
Programming language: Stata
Requires: Stata version 6.0
Date of creation: 19 Sep 1999
Date of revision: 18 Feb 2002
Note: This module may be installed from within Stata by typing "ssc install whitetst, replace". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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