* Heteroskedasticity in OLS Model for Child Mortality * * Keywords: * regression, ols, linear, heteroskedasticity, park, glejser, white, test, * graph, child, mortality * * Description: * We illustrate how to estimate a linear OLS Model for Child Mortality, use * Park, Glejser and White's Heteroskedasticity Tests and graph residuals * * Author(s): * Skif Pankov * * Source: * Damodar N. Gujarati and Dawn C. Porter, Basic Econometrics - 5th Edition * McGraw-Hill International Edition, Chapter 11, Example 11.9 (page 396) * sample 1 64 * Reading the datafile and naming variables read(data_6.6.shd) cm flfp pgnp tfr * Running an (original) OLS regression of cm on pgnp and flfp, specifying * to save residuals and predicted values into separate variables ols cm pgnp flfp / resid = reds predict = cmh * Conducting heteroskedasticity tests on the regression just estimated diagnos / het * Generating the squares and absolute values of the residuals for explict * demostration of Park's and Glejser's tests genr u2 = reds**2 genr ua = abs(reds) * Running a regression for Park's test ols u2 cmh * Running a regression for Glejser's test ols ua cmh * Creating a graph of resuduals, specifying to joing the datapoint with * a line only graph reds / lineonly stop