[Gretl-users] Pagan Heteroskedasticity Test

Hi, I'm puzzled by the output of the Breusch-Pagan Heterokskedasticity test The example here: http://virtual-worlds-research.com/ou/econometrics/hetero_test.zip shows me attempting to replicate Gretl's Breusch-Pagan and White tests on a simple teaching dataset. The White Test is identical but the Pagan test is very different from how I always thought you did it. Apologies if I've misunderstood what you're doing. This is the packaged Gretl 1.9.91 from Debian Linux, but I'm pretty certain you get the same result on the latest Windows version (it was a student running Windows that asked me about this). As yet I haven't tried the latest Sourceforge versions, I'm afraid. While I'm here, I'd just like to thank everyone involved with this project for all their good work. I teach with Gretl at the UK Open University, several hundred students per year, and it's been a boon to us. regards, Graham -- Graham Stark, Virtual Worlds Research http://www.virtual-worlds-research.com 136 Hainault Avenue, Milton Keynes, MK14 5PG, UK t: (+044) 01908 618239 skype: graham_k_stark m:(+044)07763309602