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Testing for Heteroscedasticity in Stata

77.6K views
Nov 6, 2015
10:47

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

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Testing for Heteroscedasticity in Stata | NatokHD