Re: [Gretl-users] Heteroskedasticity test

That's right, and so naturally it fails in this case. > and so in this case there were no regressors, but I think Gretl > should act in another form. For example in this case gretl may ask > for a variable, or use the index ... I would day that in this case (regression on only a constant), gretl should make the heteroskedasticity test menu item unavailable. I tend to think it is the researcher's responsibility to save the residuals (which are just de-meaned y) and then regress them on whatever variable might be relevant.