GWHET: Stata module to perform test for groupwise heteroskedasticity

Gregorio Impavido ()

Statistical Software Components from Boston College Department of Economics

Abstract: gwhet Performs Lagrange Multiplier test for Groupwise heteroskedasticity on the variable var when groups are defined by the index variable idx. idx may contain string, numeric, or both string and nu- meric variables. Missing values in idx (either . or "") are treated like any other group number. Notice that instead of the MLE for the group variances I use the sample equivalent (i.e. divided by "n-1" and not by "n"). This is version 1.1.0 of the software.

Language: Stata
Requires: Stata version 5.0
Date: 1998-09-08

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gwhet.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gwhet.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s354601

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().