/usr/share/gretl/scripts/ps8-2.inp is in gretl-common 2016a-1.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | # 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 X 2 LM1
# Glesjer test
ols absuhat const YEARS YRS2
genr LM2=$nrsq
pvalue X 2 LM2
# Harvey-Godfrey test
ols lnusq const YEARS YRS2
genr LM3=$nrsq
pvalue X 2 LM3
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