Re: st: Re: Problems with -hetgrot-

[Richard Williams <Richard.A.Williams.5@nd.edu>]

> At 07:38 PM 3/14/2004 -0500, Richard Williams wrote:
>
> Here is an alternative approach that finally seems to get the test 
> statistic right.  It involves a chi-square contrast of the restricted 
> homoskedastic model and an unrestricted heteroscedastic model.  I am again 
> using Greene's data in table 15.1, 4th edition.
Incidentally, it turns out that Greene's data is also available from Stata:

. use http://www.stata-press.com/data/r8/invest2.dta

Var names are different and year is coded 1-20 instead of 1935-1954.  This 
might come in handy for anyone who wants to replicate known 
results.  Particularly with user-written routines, or with routines you're 
not 100% sure how to use, I think it is handy to have something with known 
answers so you can see if you are doing it right (or at least getting the 
same answers as others have.)

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