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...
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!
does this process apply to panel data as well?
Many thanks Justin, it was very clear to understand and easy to get to grasp with. it was fabulous explanation.
your do file is incorrect, where can I find the correct one?
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]?
Its very useful!!
Please help with chapter 6 Autocorrelation too..
Thanks^^
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.
Thanks that was very useful
how do i get access to the do file used?
could you please do the gold-field quandt test using stata ?
i'm confused, shouldn't you have plotted residuals v fitted values? why you squared residuals?? apart from that, really interesting video!
a killer of time
files is removed
The video is not clear enough ....