*
*  HETTEST.PRG
*  Manual Example 6.1
*
open data states.wks
data(org=obs,format=wks) 1 50 expend pcaid pop pcinc
set pcexp = expend/pop
linreg pcexp / resids
# constant pcaid pcinc
*
*  Goldfeld-Quandt Test
*
order(ranks=popr) pop
linreg(smpl=popr<=22) pcexp
# constant pcaid pcinc
compute rss1=%rss,ndf1=%ndf
linreg(smpl=popr>=29) pcexp
# constant pcaid pcinc
compute rss2=%rss,ndf2=%ndf
*
compute fstat=(rss2/ndf2)/(rss1/ndf1)
cdf(title='Goldfeld-Quandt Test')  ftest fstat ndf2 ndf1
*
*  Breusch-Pagan Tests, with POP and log(POP)
*
set ressqr = resids**2
set logpop = log(pop)
*
linreg(noprint) ressqr
# constant pop
cdf(title='Breusch-Pagan Test (Levels)') chisqr %trsquared 1
linreg(noprint) ressqr
# constant logpop
cdf(title='Breusch-Pagan Test (Logs)') chisqr %trsquared 1
*
* Harvey test
*
set logusq = log(ressqr)
linreg(noprint) logusq
# constant logpop
cdf(title='Harvey Test') chisqr %trsquared 1