clear
/* wooldridge wage data from LearnEconometrics.com */ 
use http://www.learneconometrics.com/data/stata/wage1.dta
reg lwage educ exper smsa
reg lwage educ exper smsa, vce(hc3)
predict uhat, resid
gen u_sq = (uhat*uhat)
reg u_sq female tenure
scalar nrsq = e(N)*e(r2)
scalar pvalue = chi2tail(2,nrsq)
scalar list nrsq pvalue


gen ln_u_sq = ln(u_sq)
reg ln_u_sq female tenure
predict yhat1
gen wt1=exp(yhat1)

reg lwage educ exper smsa [aweight = 1/wt1]

reg ln_u_sq female tenure
gen yhat2 = _b[female]*female + _b[tenure]*tenure
gen wt2=exp(yhat2)

reg lwage educ exper smsa [aweight = 1/wt2]