* Goldfeld-Quandt test for heteroskedasticity
* Reference: Chapter 11.4 of
*    R. Carter Hill, William E. Griffiths and George G. Judge, 
*    Undergraduate Econometrics, Second Edition, Wiley. 
* 
SAMPLE 1 40
READ (TAB3-1.shd) FOOD INCOME / SKIPLINE=1

* Sort the data according to the magnitude of INCOME
SORT INCOME FOOD / DESC

OLS FOOD INCOME
* Use the DIAGNOS command to compute the GQ test statistic from
* the results of the previous OLS regression.
* The CHOWONE option specifies the number of obs. in the first group.
DIAGNOS / CHOWONE=20
* The GQ test statistic is reported in Equation (R11.6), p.245   
STOP