Re: [Gretl-users] Goldfeld-Quandt heteroscedasticity test

Dear Gimeo, First of all, this list is mostly for instructors with more difficult questions Step 0 Acquire some knowledge of hansl scripting via User's guide and Hansl primer Step 1 Run help sortby  Ste 2 and 3 run help smpl run help ols For finding p-value run help pvalue < Would it be possible to complement gretl menu with this test? Read Function package guide and do it yourself! It's easy! Oleh 21 грудня 2015, 15:41:53, від "Raul Gimeno" < mrexito(a)vtxmail.ch >: Dear all   Is there a possibility to perform this test manually? Step 1: Rank the observations according to the values to Xi, beginning with the lowest value Step 2: Omit c central observations Step 3: Fit separate OLS regressions to the first (n-c)/2 observations and the last (n-c)/2 observations   Would it be possible to complement gretl menu with this test?   Thank you very much Raul Gimeno _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users