* Glesjer's test
  * 三种可能的异方差形式：
    * (a) Var[ei] = sigma^2*[b0 + b1*z1 + b2*z2 + ...] var(ei)用残差平方和代替，sigma^2用残差的均值代替
    * (b) Var[ei] = sigma^2*[b0 + b1*z1 + b2*z2 + ...]^2
    * (c) Var[ei] = sigma^2*exp[b0 + b1*z1 + b2*z2 + ...]
sysuse auto, clear
  qui reg price mpg weight turn
  predict ei , res
  gen ei2 = ei^2
  qui sum ei2
gen    e2  = ei2/r(mean)
gen abs_ei = sqrt(e2)
gen ln_ei  =  ln(e2)
  local Z  "foreign  gear  trunk"
  local k = 3 + 1
  local n = e(N)
* (a) reg e2 on foreign  gear  trunk
    qui reg e2 `Z'
    dis "F = " e(F)   " p_value = "  Ftail(`= `k'-1', `=`n'-`k'' , `e(F)')
* (b) reg abs_ei on foreign  gear  trunk
    qui reg abs_ei `Z'
    dis "F = " e(F)   " p_value = "  Ftail(`= `k'-1', `=`n'-`k'' , `e(F)')
* (c) reg ln_ei on foreign  gear  trunk  
    reg ln_ei `Z'
    dis "F = " e(F)   " p_value = "  Ftail(`= `k'-1', `=`n'-`k'' , `e(F)')

问题是：残差的均值为什么这样求？r（mean）是什么意思？reg命令返回值没有这个东西啊