At 03:35 AM 12/9/2008, Martin Weiss wrote:
Line for the server...
What is that -fitted- option to -whitetst-? I have
. which whitetst
c:\ado\plus\w\whitetst.ado
*! whitetst 1.2.0 CFB/NJC 11 Oct 1999 rev for _rmcoll (STB-55: sg137)
and Stata says it does not know this option.
You have an old version:
. which whitetst
c:\ado\plus\w\whitetst.ado
*! whitetst 1.2.3 CFB/NJC 17 Feb 2002 add fitted option for special
form of test
According to the help,
"Alternatively, a special form of the test, described by Wooldridge
(2000, pp. 259-260), may be employed by specifying the fitted option.
In this form, the predicted values from the original regression and
their squares are used in place of the individual regressors, their
squares, and
their cross-products. This form of the test imposes constraints on
the auxiliary regression, but may be a very attractive alternative if
the original regressor list is lengthy."
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