Dear all,

When I tested for heteroskedasticity, the Breusch Pagan gave a contradicting result to the White test. And my

I know the White test tests for nonlinear forms of heteroskedasticity. Does that mean that I have a nonlinear heteroskedasticity that was not picked up by Bresuch-Pagan test?

My regression is of the following form: Y x1 x2 x3 x4^2 x6 x6 x7 x8 x9

Here is my output:

[Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance

Variables: fitted values of y

chi2(1) = 0.66

Prob > chi2 = 0.4164

. imtest, white

White's test for Ho: homoskedasticity

against Ha: unrestricted heteroskedasticity

chi2(51) = 104.38

Prob > chi2 = 0.0000

Cameron & Trivedi's decomposition of IM-test

Source chi2 df p

Heteroskedasticity 104.38 51 0.0000

Skewness ```````````````34.16 9 0.0001

Kurtosis 31.13 1 0.0000

Total 169.67 61 0.0000]

When I tested for heteroskedasticity, the Breusch Pagan gave a contradicting result to the White test. And my

__question is: which test should I trust?__I know the White test tests for nonlinear forms of heteroskedasticity. Does that mean that I have a nonlinear heteroskedasticity that was not picked up by Bresuch-Pagan test?

My regression is of the following form: Y x1 x2 x3 x4^2 x6 x6 x7 x8 x9

Here is my output:

[Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance

Variables: fitted values of y

chi2(1) = 0.66

Prob > chi2 = 0.4164

. imtest, white

White's test for Ho: homoskedasticity

against Ha: unrestricted heteroskedasticity

chi2(51) = 104.38

Prob > chi2 = 0.0000

Cameron & Trivedi's decomposition of IM-test

Source chi2 df p

Heteroskedasticity 104.38 51 0.0000

Skewness ```````````````34.16 9 0.0001

Kurtosis 31.13 1 0.0000

Total 169.67 61 0.0000]

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