Hi everyone. I've been using Gretl for almost two months and I think is a really great software for econometric analysis. I want to request another test for Heteroskedasticity, I see there's some tests already in Gretl, but I don't see the Goldfeld-Quandt contrast and since I'm not that good on Gretl's commands I'm having a hard time trying to do that test. Well, that's pretty much my request... thanks to all.

But don't forget at first to sort the data--on an ascending order--by the variable supposed to be the cause of heteroskedasticity... ;-) (by clicking on Data/Sort data) artur Sven Schreiber a écrit : It seems to me that this is a good candidate for a packaged function, no? cheers, sven Ignacio Diaz-Emparanza schrieb: On Miércoles, 24 de Junio de 2009 22:12:57 Jav escribió: Hi everyone. I've been using Gretl for almost two months and I think is a really great software for econometric analysis. I want to request another test for Heteroskedasticity, I see there's some tests already in Gretl, but I don't see the Goldfeld-Quandt contrast and since I'm not that good on Gretl's commands I'm having a hard time trying to do that test. Well, that's pretty much my request... thanks to all. You have an example on how to do the Goldfeld-Quandt test in /File/script files/user file/Practice file/Ramanathan/ps8-3 It is not very long so I include it here: <script> # PS8.3, for Example 8.4, Goldfeld-Quandt test open data8-1 genr LNSALARY=ln(SALARY) genr YRS2 = YEARS*YEARS # estimate log quadratic model for first 75 observations smpl 1 75 ols LNSALARY const YEARS YRS2 genr var1 = $sigma*$sigma genr df1 = $df # estimate log quadratic model for last 75 observations smpl 148 222 ols LNSALARY const YEARS YRS2 genr var2 = $sigma*$sigma genr df2 = $df # compute F-statistic and pvalue for test smpl 1 222 genr Fc = var2/var1 pvalue F df1 df2 Fc </script> _______________________________________________ Gretl-users mailing listGretl-users@lists.wfu.eduhttp://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users