# C8.2
/* The relevant equations are on p. 274; you may wish to refer
   back to chapter 6 (p. 191 in particular) for further 
   discussion of the point at issue. 
*/
open hprice1.gdt --quiet

ols price 0 lotsize sqrft bdrms --simple
ols price 0 lotsize sqrft bdrms --robust --simple
ols lprice 0 llotsize lsqrft bdrms --simple
ols lprice 0 llotsize lsqrft bdrms --robust --simple

# C8.3 "The full White test"
modtest --white

# C8.4
open vote1.gdt --quiet
logs expendA expendB
list X = prtystrA democA l_expendA l_expendB
ols voteA 0 X
series uh = $uhat
series yh = $yhat
series yh2 = yh^2
series uh2 = uh^2

ols uh 0 X

/* Breusch-Pagan test */
ols uh2 0 X
scalar bpF = $Fstat
scalar bppv = pvalue(F, nelem(X), $df, bpF)

/* "special case of White's test": see page 276 */
ols uh2 0 yh yh2
scalar wF = $Fstat
scalar w1pv = pvalue(F, 2, $df, wF)
scalar LM = $rsq * $T
scalar w2pv = pvalue(X, 2, LM)