the evidence for heteroskedasticity now?

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  1. Estimate a model with voteA as the dependent variable and prtystrA , democA, log( expendA ), and log( expendB ) as independent variables. Obtain the OLS re-

        siduals, u ˆ i , and regress these on all of the independent variables. Explain why you                

  1. Now, compute the Breusch-Pagan test for heteroskedasticity. Use the Fstatistic version and report the p -value.

  2. Compute the special case of the White

    F statistic form. How strong is the evidence for heteroskedasticity now?

    • 10 years ago
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