Hi all, I'm working on an assignment where I need to test Ho: B2 = 0 against Ha: B2>0. Since there's evidence of heteroskedasticity I've calculated my variance matrix as

Vw = (X'X)

However I'm having difficulty getting this defined as a square root so I can use it as my denominator in the calculation (which I need to do by hand and not using any of the hypothesis testing capabilities of Stata). I've tried most every command mentioned on various forums and can't seem to get it right. Is there a set of commands I need to follow so that I can create my denominator?

Vw = (X'X)

^{-1}X' Sigma^{-1}X(X'X)-1However I'm having difficulty getting this defined as a square root so I can use it as my denominator in the calculation (which I need to do by hand and not using any of the hypothesis testing capabilities of Stata). I've tried most every command mentioned on various forums and can't seem to get it right. Is there a set of commands I need to follow so that I can create my denominator?

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