Date: Tue, 1 Oct 2002 17:09:31 +0200
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: Isabell Ottfried <email@example.com>
Subject: the use of breusch-pagan test and the white standard errors
I already got very helpful input from Marta how to use the syntax of the Breusch-Pagan test. Thanks Marta!
Now, I have a more general question about the use of a) the Breusch-Pagan test and b) the White standard errors, respectively:
a) Gwilym Pryce writes in her paper about heteroscedasticity that Z’s can be all or some original regressors which ONE THINK CAUSE the heterscedasticity. However, how do I know which regressors causes hetero? Is it a common approach in a moderated regression model to integrate all regressors as well as all interaction effects in the test? More specifically, I have a moderated regression model with 10 predictors and 9 interaction effects, do I test only the 10 predictors or additionally the 9 interaction effects? I found nothing about this issue in the literature. May be somebody has made similar experience and can be a helping hand!? References are also very welcome that tackles this issue.
b) Gwilym Pryce offers for a “normal” regression model a syntax for the White standard errors if one detect problems with hetero. However, can I use this approach in analogy for the moderated regression analysis?
Your help is sincerely appreciated. Thousand thanks in advance.
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