*第1题答案
clear all
set seed 10101
quietly set obs 500
gen x2=rnormal(0,5)
gen x3=rnormal(0,5)
gen e=rnormal(0,5)
gen u=sqrt(exp(-1+0.2*x2))*e
gen y=1+1*x2+1*x3+u
quietly reg y x2 x3
predict uhat,resid
gen uhatsq=uhat^2
gen one=1
nl (uhatsq=exp({xb: x2 one})),nolog
predict varu,yhat
reg y x2 x3 [aweight=1/varu]