LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (January 2008)Back to main SPSSX-L pageJoin or leave SPSSX-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:         Wed, 9 Jan 2008 19:29:25 -0500
Reply-To:     Lisa Stickney <Lts1@ptd.net>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Lisa Stickney <Lts1@ptd.net>
Subject:      Heteroscedasasticity questions
Content-Type: text/plain; charset="iso-8859-1"

Hi SPSSers,

I have two questions about heteroscedasticity. I have two data sets -- one larger (1002 cases), and one smaller (104 case subset of the larger one).

My first question is can I run the Koenker version of Breush-Pagan on the smaller data set or do I need to run something else? If so, what? Based on the Gwilym Pryce paper (that's posted on Raynald's web site), I'm leaning towards White's test. Is there anything else about it that I should know?

And second, does anyone have code for the heteroscedasticity correction using White's Standard Errors. I believe I'll need the ones for samples larger than 500 and for samples smaller than 250.

Thanks and advance.

Best, Lisa

Lisa T. Stickney Ph.D. Candidate Fox School of Business Temple University Lts@temple.edu

====================To manage your subscription to SPSSX-L, send a message to LISTSERV@LISTSERV.UGA.EDU (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD


Back to: Top of message | Previous page | Main SPSSX-L page