MBPDESIGN, BPDESIGN, and FDESIGN Subcommands (GLM: Univariate command)

MBPDESIGN, BPDESIGN, and FDESIGN specify the auxiliary regression model that is used to test for heteroskedasticity. MBPDESIGN specifies the model for the Modified Breusch-Pagan test. BPDESIGN specifies the model for the Breusch-Pagan test. FDESIGN specifies the model for the F test.

Note: MBPDESIGN, BPDESIGN, and FDESIGN are necessary only when you don't want to use the default model for the associated test. The default model consists of a constant term, a term that is linear in the predicted values, a term that is quadratic in the predicted values, and an error term. The default model is requested with the MBP, BP, or F keyword on the PRINT subcommand.
  • Specify a list of terms to be included in the model, and separate the terms by spaces or commas. The model that is used to test for heteroskedasticity always includes an intercept term, so specifying INTERCEPT has no effect.
  • If MBPDESIGN, BPDESIGN, or FDESIGN is specified by itself (without any explicit terms), then the model that is specified by the DESIGN subcommand is used. An intercept term is included if the specified model does not contain one.
  • To include a term for the main effect of a factor, enter the name of the factor.
  • To include a term for an interaction between factors, use the keyword BY or the asterisk (*) to join the factors that are involved in the interaction. For example, A*B means a two-way interaction effect of A and B, where A and B are factors. A*A is not allowed because factors inside an interaction effect must be distinct.
  • To include a term for nesting one effect within another effect, use the keyword WITHIN or use a pair of parentheses. For example, A(B) means that A is nested within B. The expression A(B) is equivalent to the expression A WITHIN B. When more than one pair of parentheses is present, each pair of parentheses must be enclosed or nested within another pair of parentheses. Thus, A(B)(C) is not valid.
  • Multiple nesting is allowed. For example, A(B(C)) means that B is nested within C and A is nested within B(C).
  • Interactions between nested effects are not valid. For example, neither A(C)*B(C) nor A(C)*B(D) is valid.
  • To include a covariate term in the design, enter the name of the covariate.
  • Covariates can be connected—but not nested—through the * operator to form another covariate effect. Therefore, interactions among covariates such as X1*X1 and X1*X2 are valid but not X1(X2).
  • Factor and covariate effects can be connected only by the * operator. Suppose A and B are factors and X1 and X2 are covariates. Examples of valid factor-by-covariate interaction effects are A*X1, A*B*X1, X1*A(B), A*X1*X1, and B*X1*X2.
  • If more than one MBPDESIGN, BPDESIGN, or FDESIGN subcommand is specified, only the last subcommand is in effect.