WHITETST: Stata module to perform White's test for heteroskedasticity
whitetst 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.
|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: |
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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