应该是软件还没有安装相关命令，用findit whitetst或者ssc install whitetst去安装命令后，再做检验。祝好运~

怎么安装相关命令？

stata  本身就是white test的命令 estat imtest   

Title

    [R] regress postestimation -- Postestimation tools for regress


Description

    The following postestimation commands are of special interest after regress:

    Command            Description
    -------------------------------------------------------------------------------------------------------
    dfbeta             DFBETA influence statistics
    estat hettest      tests for heteroskedasticity
    estat imtest       information matrix test
    estat ovtest       Ramsey regression specification-error test for omitted variables
    estat szroeter     Szroeter's rank test for heteroskedasticity
    estat vif          variance inflation factors for the independent variables
    estat esize        eta-squared and omega-squared effect sizes




Syntax for estat imtest

        estat imtest [, preserve white]


Menu for estat

    Statistics > Postestimation > Reports and statistics


Description for estat imtest

   estat imtest performs an information matrix test for the regression model and an orthogonal
    decomposition into tests for heteroskedasticity, skewness, and kurtosis due to Cameron and Trivedi
    (1990); White's test for homoskedasticity against unrestricted forms of heteroskedasticity (1980) is
    available as an option. White's test is usually similar to the first term of the Cameron-Trivedi
    decomposition.


Options for estat imtest

    preserve specifies that the data in memory be preserved, all variables and cases that are not needed in
        the calculations be dropped, and at the conclusion the original data be restored.  This option is
        costly for large datasets.  However, because estat imtest has to perform an auxiliary regression on
        k(k+1)/2 temporary variables, where k is the number of regressors, it may not be able to perform
        the test otherwise.

    white specifies that White's original heteroskedasticity test also be performed.

我好像在上面的菜单没看到怀特检验，可以问问在哪吗？

我好像在上面的菜单没看到怀特检验，可以问问在哪吗？