[Gretl-devel] Heteroskedasticity tests other than White's
On Thu, Mar 27, 2008 at 5:25 AM, Allin Cottrell <cottrell at wfu.edu>
wrote:
Mariusz is right, these are not (yet) built-in commands, but since
this is not the first time the Breusch-Pagan test has been
requested, I've added it in CVS.
[...]
# shortcuts, new in gretl CVS
ols 1 0 xlist --quiet
lmtest --breusch
lmtest --breusch --robust # invokes Koenker
Could you also add a menu entry for this in the GUI, please?
Maybe a rearrangement with two entries:
Tests > Heteroskedasticity > White's test
Tests > Heteroskedasticity > Breusch-Pagan test
Best regards
Andreas Rosenblad