In this video I show how to test for Heteroscedasticity in a regression model. I recreate the analysis presented in Gujarati's excellent text book Econometrics by Example. The data and do file for this can be downloaded from the following addresses:
Data - http://6960312-420473199568347356.preview.editmysite.com/uploads/6/9/6/0/6960312/chapter_5_-_data.dta
Do File - http://6960312-420473199568347356.preview.editmysite.com/uploads/6/9/6/0/6960312/do_file_for_chapter_5.do