I can calculate the motion of heavenly bodies but not the madness of people. -Isaac Newton
Below is a demonstration on how to perform white test and Breusch-Pagan test for heteroscedasticity and to correct for heteroscedasticity with GMM estimation using MODEL PROCEDURE in SAS/ETS.
Written by statcompute
March 10, 2012 at 11:33 pm
Posted in SAS, Statistical Models
search site archives
Blog at WordPress.com.