Stata Command for Park Test

[Rethabile Molapo]

I am conducting diagnostic tests for my regressions and so I need assistance with the STATA command for the Park Test. Community can you please assist me here.

[Andrew Musau]

I do not know if someone has programmed this, but there are better alternatives out there. See

help estat imtest

with the -white- option for the White test of heteroskedasticity and

help estat hettest

for the Breusch-Pagan test. Either way, you can easily implement the Park test using a combination of regress and predict.

[George Ford]

clear all

sysuse auto, clear

g lmpg = ln(mpg)
g lweight = ln(weight)
g ldisplacement = ln(displacement)

reg mpg weight displacement
hettest

** Park Test
predict e, resid
g le2 = ln(e^2)

reg le2 lweight ldisplacement
* Null homoskedasticity

[Chen Samulsion]

second #2 & #3. and see https://www.dummies.com/article/busi...ticity-156467/

Although discussions of the Park test are still common in many econometrics textbooks, applied econometricians typically rely on other alternatives to test for heteroskedasticity, such as the Breusch-Pagan or White tests.