Test for homoscedasticity (hettest)

[Dennis Hansen]

Hi guys

I would like to perform the Breusch-Pagan test for homoscedasticity. My question is what is the correct method to do this?
When i run the regression should i just type Hettest so the values are the fitted values of the Y-variable or should i type Hettest X1 X2 X3 etc.?
Ive seen videoes doing both things, so i am not sure what is correct?

Thanks a lot in advance

[Rich Goldstein]

unless you are using a very old version of Stata, neither of the above is correct; see

help regress postestimation##estathett

if you are using an older version of Stata, then, as the FAQ requests, you should tell us what version you are using

[Carlo Lazzaro]

Dennis:
as an aside to Rich's helpful advice, you may want to consider the following toy-example:

sysuse auto.dta
. regress price mpg

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(1, 72)        =     20.26
       Model |   139449474         1   139449474   Prob > F        =    0.0000
    Residual |   495615923        72  6883554.48   R-squared       =    0.2196
-------------+----------------------------------   Adj R-squared   =    0.2087
       Total |   635065396        73  8699525.97   Root MSE        =    2623.7

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         mpg |  -238.8943   53.07669    -4.50   0.000    -344.7008   -133.0879
       _cons |   11253.06   1170.813     9.61   0.000     8919.088    13587.03
------------------------------------------------------------------------------

. estat hettest

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
         Ho: Constant variance
         Variables: fitted values of price

         chi2(1)      =     7.14
         Prob > chi2  =   0.0075