(* PS8.3, using DATA8-1, for Example 8.4, Goldfeld-Quandt test *)
genr LNSALARY=ln(SALARY)
genr YRS2 = YEARS*YEARS
(* estimate log quadratic model for first 75 observations *)
smpl 1 75
ols LNSALARY const YEARS YRS2 
genr var1 = $sigma*$sigma
genr df1 = $df
(* estimate log quadratic model for last 75 observations *)
smpl 148 222
ols LNSALARY const YEARS YRS2 
genr var2 = $sigma*$sigma
genr df2 = $df
(* compute F-statistic and pvalue for test *)
smpl 1 222
genr Fc = var2/var1
pvalue F df1 df2 Fc 
