*
* Example 8.5 from page 269
*
open data hprice1.raw
data(format=free,org=columns) 1 88 price assess bdrms lotsize sqrft colonial lprice lassess llotsize lsqrft
*
linreg lprice
# constant llotsize lsqrft bdrms
*
* The special form of the White test, done using an auxiliary regression
*
set usq = %resids**2
prj lphat
set lphatsq = lphat**2
*
linreg usq
# constant lphat lphatsq
cdf(title="White Test, Special Form") chisqr %trsquared 2
*
* Same test done using the RegWhiteTest procedure. Apply this immediately after
* the regression that you want to test.
*
linreg lprice
# constant llotsize lsqrft bdrms
@RegWhiteTest(type=fittedonly)