Re: st: RE: heteroskedasticity questions

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

At 11:02 AM 2/24/2007, Schaffer, Mark E wrote:
> This last one is White's general test for heteroskedasticity, when used
> with the -nr2- option.  And if I'm not mistaken, it is also the
> heteroskedasticity test stat reported by -estat imtest-.
That appears to be the case.  The -nr2- option doesn't seem to be 
necessary when run after -regress-. Thanks for this and all the other 
information!


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Richard Williams, Notre Dame Dept of Sociology
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