* 2
reg y x
 more

* a)
estat hettest x, fstat
 more

* b)
predict e, residuals
gen e2=e^2
reg e2 x
 more

* c)
reg y x, robust
 more

* d)
gen le2=ln(e2)
predict xb, xb
gen xb2=xb^2
reg le2 xb xb2
predict f, xb
gen w=1/(exp(0.5*f))
gen ys=y*w
gen xs=x*w
reg ys xs w, noconstant robust
 more