* PS8.2, using DATA3-11, for Example 8.3 read(data3-11) SALARY YEARS genr LNSALARY=log(SALARY) genr YRS2 = YEARS*YEARS ols LNSALARY YEARS YRS2 / resid=uhat genr usq = uhat*uhat genr absuhat = abs(uhat) genr lnusq = log(usq) * Breusch-Pagan test ols usq YEARS YRS2 gen1 LM1=$n*$r2 distrib LM1 / type=chi df=2 * Glesjer test ols absuhat YEARS YRS2 gen1 LM2=$n*$r2 distrib LM2 / type=chi df=2 * Harvey-Godfrey test ols lnusq YEARS YRS2 gen1 LM3=$n*$r2 distrib LM3 / type=chi df=2 stop