*
* Example 8.4 from page 267
*
open data hprice1.raw
data(format=free,org=columns) 1 88 price assess bdrms lotsize sqrft colonial lprice lassess llotsize lsqrft
*
* Rescale the price to # of 1000's
*
set price = price/1000.0
*
linreg price / u
# constant lotsize sqrft bdrms
*
* Breusch-Pagan tests
*
set usq = u**2
linreg usq
# constant lotsize sqrft bdrms
exclude(title="Breusch-Pagan Test for Heteroscedasticity")
# lotsize sqrft bdrms
cdf(title="Breusch-Pagan Test, LM Form") chisqr %trsquared 3
*
*  Log functional form
*
linreg lprice / u
# constant llotsize lsqrft bdrms
*
set usq = u**2
linreg usq
# constant llotsize lsqrft bdrms
exclude(title="Breusch-Pagan Test for Heteroscedasticity")
# llotsize lsqrft bdrms
cdf(title="Breusch-Pagan Test, LM Form") chisqr %trsquared 3