Hi,
I have a model yt=b1+b2x2+b3nt+et
I want to do heteroskedascity in the errors e using Goldfeld–Quandt test on stata with the observations ordered according to the decreasing values of xt.
Please suggest me how should do the test.
the data is given here:
I have a model yt=b1+b2x2+b3nt+et
I want to do heteroskedascity in the errors e using Goldfeld–Quandt test on stata with the observations ordered according to the decreasing values of xt.
Please suggest me how should do the test.
the data is given here:
| yt | xt | nt |
| 15.998 | 62.476 | 1 |
| 16.652 | 82.304 | 5 |
| 21.741 | 74.679 | 3 |
| 7.431 | 39.151 | 3 |
| 10.481 | 64.724 | 5 |
| 13.548 | 36.786 | 3 |
| 23.256 | 83.052 | 4 |
| 17.976 | 86.935 | 1 |
| 14.161 | 88.233 | 2 |
| 8.825 | 38.695 | 2 |
| 14.184 | 73.831 | 1 |
| 19.604 | 77.122 | 3 |
| 13.728 | 45.519 | 2 |
| 21.141 | 82.251 | 2 |
| 17.446 | 59.862 | 3 |
| 9.629 | 26.563 | 3 |
| 14.005 | 61.818 | 2 |
| 9.16 | 29.682 | 1 |
| 18.831 | 50.825 | 5 |
| 7.641 | 71.062 | 4 |
| 13.882 | 41.99 | 4 |
| 9.67 | 37.324 | 3 |
| 21.604 | 86.352 | 5 |
| 10.866 | 45.506 | 2 |
| 28.98 | 69.929 | 6 |
| 10.882 | 61.041 | 2 |
| 18.561 | 82.469 | 1 |
| 11.629 | 44.208 | 2 |
| 18.067 | 49.467 | 5 |
| 14.539 | 25.905 | 5 |
| 19.192 | 79.178 | 5 |
| 25.918 | 75.811 | 3 |
| 28.833 | 82.718 | 6 |
| 15.869 | 48.311 | 4 |
| 14.91 | 42.494 | 5 |
| 9.55 | 40.513 | 4 |
| 23.066 | 44.872 | 6 |
| 14.751 | 27.167 | 7 |
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