.- help for ^gwhet^ (Gimpavido@@worldbank.org) .- Likelihood Ratio test for groupwise heteroschedasticity ---------------------------- ^gwhet^ var, ^i^(^idx^) Description ----------- ^gwhet^ Performs a likelihood ratio test for groupwise heteroschedasticity on the variable ^var^ when groups are defined bu the index variable ^idx^. idx may contain string, numeric, or both string and nu- meric variables. Missing values in idx (either ^.^ or "") are treated like any other group number. var has to be an OLS residual as mean(var) is assumed to be = 0. N.B. : Version 1.1.0 uses MLE for the group variances while version 1.0.0 uses sample equivalent with group means different from zero. References: Greene W.H. Econometric Analysis. Prentice Hall, 2nd Ed. 395-396. Examples -------- . ^gwhet y, index(x)^ . ^gwhet y, i(x)^ Also see -------- Manual: ^[R] egen^ On-line: help for @egen@ Author ------ Gregorio Impavido DECVP The World Bank Washington, DC Gimpavido@@worldbank.org