I have been reading White's 1980 article. I have had trouble discerning

exactly how the test for heteroskedasticity is conducted. How is White

consistent estimator of the covariance matrix of beta compared to the

ordinary least squares estimator of the covariance matrix of beta? I

attempted to hand calculate the chi-square using White estimate of cov

(beta) and the ordinary least squares estimator estimate of cov(beta)

(which was obtained using COVB)on the printout. The hand calculation of

chi-square and df did not match the printout.