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