Heteroscedasticity in Stata











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Heteroscedasticity in Stata • https://sites.google.com/site/econome... • Lecture: Heteroscedasticity.pdf • https://drive.google.com/file/d/1SMSb... • Stata program: Heteroscedasticity.do • https://drive.google.com/file/d/1kAbi... • Data files: • hprice1.dta • https://drive.google.com/file/d/15ZB7... • Timestamps: • 00:00 Heteroscedasticity in Stata • 01:06 Graphical analysis of heteroscedasticity • 06:50 Heteroscedasticity tests • 08:33 Breusch-Pagan test • 12:38 White test • 14:52 Alternative White test • 21:20 Heteroscedasticity robust standard errors • 24:24 Weighted Least Squares (WLS) • 28:45 Feasible Generalized Least Squares (FGLS) • Econometrics Academy: https://sites.google.com/site/econome...

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