st: re: running simple autocorrelation regressions using
. which whitetst
*! whitetst 1.2.3 CFB/NJC 17 Feb 2002 add fitted option for special
form of test
According to the help,
"Alternatively, a special form of the test, described by Wooldridge
(2000, pp. 259-260), may be employed by specifying the fitted option.
In this form, the predicted values from the original regression and
their squares are used in place of the individual regressors, their
their cross-products. This form of the test imposes constraints on
the auxiliary regression, but may be a very attractive alternative if
the original regressor list is lengthy."
Note that the behavior of -whitetst, fitted- is available from -estat
webuse nlswork, clear
reg ln_wage age race grade if year==68
predict yhat, xb
g yh2 = yhat^2
estat hettest yhat yh2, iid
Martin suggests that the ordering of -findit- results is confusing.
This has been repeatedly discussed on the list. -findit- will return
"official" citations to Stata Journal and Stata Technical Bulletin
before unofficial ones to SSC, user sites, etc. There is no way for
Stata to know whether the contents of -sg137- are earlier or later
than those of SSC package -whitetst-. The sort of "make" logic does
not work here, as the material accompanying a Stata Journal article
may indeed map into several SSC packages, and some of those packages
may contain updates that supersede the published version. The Stata
Journal encourages Software Updates to rectify that, but it is still
the case that -findit- references to SJ are not to the latest version
of the software, given a quarterly publication schedule. It is also
SJ policy that the contents of an electronic supplement to a given
issue are never updated after publication.