st: re: heteroskedasticity questions

[Kit Baum <baum@bc.edu>]

Another well-kept secret in the area of H testing is official - 
robvar-, which is very useful for testing for groupwise H (it can be  
thought of as a G-group generalization of the Goldfeld-Quandt two- 
sample test). See

Christopher F Baum, 2006.
"Stata tip 38: Testing for groupwise heteroskedasticity," Stata  
Journal, StataCorp LP, vol. 6(4), pages 590-592, December.

Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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