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- Fri May 06, 2011 9:16 am
- Forum: Econometric Discussions
- Topic: Heteroscedasticity test for Weighted Least Square statistics
- Replies: 3
- Views: 5235
Heteroscedasticity test for Weighted Least Square statistics
Using unstructured data in eviews, I have produced a set of weighted statistics and wanted to confirm there's no more heteroscedascity in the weighted least square model. I used the Glesjer test for this purpose. I obtained the weighted residuals and made it absolute, absuhat=abs(resid) from the wei...