Estat Hettest Rhs. Feb 04 2020 The default for estat hettest uses the fitted values of the dependent variable to test for heteroskedasticity. The F-statistics 1492 and its p-value 02106.
Attributes to Koenker 1981. Prove that the sample average barY is an unbiased estimator for the population mean. The syntax is simply estat ovtest with the option of adding rhs which tells Stata to use the powers of.
Using the reg01 data Heteroskedasticity Page 4.
Note estat hettest and estat hettest rhs also produce commonly- used Breusch-Pagan tests of the the null of homoskedasticity theyre older versions and are biased if the residuals are not normally distributed. Safety How YouTube works Test new features Press Copyright Contact us Creators. See Appendix A for details on how and why hettest works. Feb 18 2020 You can use the post-estimation commands estat hettest and estat szroeter to evaluate the presence of heteroskedasticity and the command estat ovtest rhs to test for non-linearity in your model.
