* BPG Heteroskedasticity test in OLS Model for Consumption
*
* Keywords:
* regression, ols, linear, heteroskedasticity, breusch-pagan-godfrey, bpg,
* test, consumption, expenditure, income
*
* Description:
* We illustrate how to estimate a linear OLS Model for Consumption Expenditure
* and use Breusch-Pagan-Godfrey (BPG) Test
*
* Author(s):
* Skif Pankov
*
* Source:
* Damodar N. Gujarati and Dawn C. Porter, Basic Econometrics - 5th Edition
* McGraw-Hill International Edition, Chapter 11, Example 11.5 (page 386)
*
sample 1 30
* Reading the datafile and naming variables
read(data_11.4.shd) y x
* Running an OLS regression of y on x
ols y x
* Running a set of heteroskedasticity tests, one of which shall be BPG
diagnos / het
stop