Re: st: How to computer the F statistic for the BP test for heteroskedasticity?

["Michael S. Hanson" <mshanson@mac.com>]

On Sep 8, 2006, at 1:02 PM, Ngoc Anh Vo Thi wrote:

> 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
	Type -help regress postestimation-, then click on the -estat  
hettest- link.  (Or code it yourself;  most decent undergraduate  
econometrics books will explain how.)

                                        -- Mike

P.S.  This isn't a homework problem, is it?
<http://www.stata.com/support/faqs/res/statalist.html#advice>



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