data one;
infile 'c:/website/gohttp/class/sas/table9.8' firstobs=2 ;
input qb y pb pl pp;
lpb=log(pb);
ly=log(y);
lqb=log(qb);
lpl=log(pl);
lpp=log(pp);
proc means;

* OLS with consistent standard errors ;
proc model;
parms b1-b5;
lqb=b1+b2*lpb+b3*lpl+b4*lpp+b5*ly;
fit lqb/gmm;

* OLS with White's Standard errors;
proc reg;
model lqb=lpb lpl lpp/acov;

* OLS with White's test ;
proc model;
parms b1-b5;
lqb=b1+b2*lpb+b3*lpl+b4*lpp+b5*ly;
fit lqb/white;

* OLS with BP test using y and PB as the z's ;
proc model;
parms b1-b5;
lqb=b1+b2*lpb+b3*lpl+b4*lpp+b5*ly;
fit lqb/breusch=(y pb);

* model of multiplicative heteroscedasticity ;
proc autoreg;
model lqb=lpb lpl lpp ly;
hetero y pb/link=exp;
run;