Programming the statistical procedures from SAS

Testing heteroskedasticity using Goldfeld Quandt test

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New Contributor
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Testing heteroskedasticity using Goldfeld Quandt test

Hi everyone,

 

We would like to test heteroskedasticity of a variable x in a sample of size n using Goldfeld Quandt test. Can you help us ?

 

Thank you.

Super User
Posts: 18,591

Re: Testing heteroskedasticity using Goldfeld Quandt test

It doesn't look like there's a test out of the box, but googling I found several examples of people implementing in in SAS.

 

None look automated unfortunately.

 

http://www.principlesofeconometrics.com/poe4/poe4sas_files/chap08.sas

New Contributor
Posts: 2

Re: Testing heteroskedasticity using Goldfeld Quandt test

Yes that's what we found out. We did it by ourselves at the end manually

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