Grocer Function
NAME
hetero_sq0 - XiČ heteroskedasticity test
CALLING SEQUENCE
[f,f_pvalue,nvar2]=hetero_sq0(r,np)
PARAMETERS
Input
-
r = results tlist from a first stage estimation
-
np = unused argument put for compatibility with other testing functions
Output
-
f = value of the XiČ hetero F test
- f_pvalue = its p-value
DESCRIPTION
Computes the value of the XiČ hetero test. Results are stored as numbers and are not displayed on screen.
EXAMPLE
[f,f_pvalue,nvar2]=hetero_sq0(r)
This example is taken from function hetero_sq. Useful mainly for programming purpose (since hetero_sq does much more).
AUTHOR
Eric Dubois 2002