Testing for Heteroscedasticity in Stata

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  • Опубліковано 16 вер 2024
  • 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 - 6960312-4204731...
    Do File - 6960312-4204731...

КОМЕНТАРІ • 16

  • @freeinsurer
    @freeinsurer 8 років тому +2

    Very helpful! This is the most helpful video I found so far, on the topic of resolving non-normal dependent variable using Stata. Thank you!

  • @tawilk
    @tawilk 5 років тому +7

    does this process apply to panel data as well?

  • @salemgheit2293
    @salemgheit2293 8 років тому

    Many thanks Justin, it was very clear to understand and easy to get to grasp with. it was fabulous explanation.

  • @Noorussadaatelahi
    @Noorussadaatelahi 3 роки тому +1

    your do file is incorrect, where can I find the correct one?

  • @davidlaport5841
    @davidlaport5841 6 років тому

    Why is in option *3-Transformation, chosen for a value of 1 for the constant, and not for the value of the coefficient: 14.28396 or _b[_cons]?

  • @Channa0711
    @Channa0711 7 років тому

    Its very useful!!
    Please help with chapter 6 Autocorrelation too..
    Thanks^^

  • @Dr_Shiny
    @Dr_Shiny 5 років тому

    you mentioned the "Gujarati book's Chapter 5 Equation 5.1". Please mention the edition. I can't find equation 5.1 in 4th, and 5th edition.

  • @dr.mohammadalshhadatal-haj1682
    @dr.mohammadalshhadatal-haj1682 7 років тому

    Thanks that was very useful

  • @dineshaggarwal8743
    @dineshaggarwal8743 7 років тому +1

    how do i get access to the do file used?

  • @rifatraby1621
    @rifatraby1621 5 років тому

    could you please do the gold-field quandt test using stata ?

  • @stealthb0y1
    @stealthb0y1 7 років тому

    i'm confused, shouldn't you have plotted residuals v fitted values? why you squared residuals?? apart from that, really interesting video!

  • @abieaddisu1464
    @abieaddisu1464 7 років тому

    a killer of time

  • @sumanbashyal365
    @sumanbashyal365 7 років тому

    files is removed

  • @kassimbusari
    @kassimbusari 8 років тому

    The video is not clear enough ....