# PS8.2, for Example 8.3
open data3-11 
genr LNSALARY=ln(SALARY)
genr YRS2 = YEARS*YEARS
ols LNSALARY const YEARS YRS2 
# save absolute uhat, uhat squared, and its log 
genr usq = $uhat*$uhat
genr absuhat = abs($uhat)
genr lnusq = ln(usq)
# Breusch-Pagan test 
ols usq const YEARS YRS2 
genr LM1=$nrsq
pvalue 3 2 LM1
# Glesjer test 
ols absuhat const YEARS YRS2 
genr LM2=$nrsq
pvalue 3 2 LM2
# Harvey-Godfrey test 
ols lnusq const YEARS YRS2 
genr LM3=$nrsq
pvalue X 2 LM3
