English, Article edition: GWHET: Stata module to perform test for groupwise heteroskedasticity Gregorio Impavido

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Bookmark: http://trove.nla.gov.au/version/103356
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  • code
Language
  • English

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Title
  • GWHET: Stata module to perform test for groupwise heteroskedasticity
Author
  • Gregorio Impavido
Physical Description
  • code
Notes
  • 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.
  • RePEc:boc:bocode:s354601
Language
  • English
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