* Data with Heteroscedasticity;

data heter;

 /* blpress=blood pressure */

 /* agegrp: 1=(age<30) 2=(30<=age<40) 3=(40<=age<50) 4=(age>=50) */



age    blpress    agegrp

------------------------

 27       73         1

 21       66         1

 22       63         1

 26       79         1

 25       68         1

 28       67         1

 24       75         1

 25       71         1

 23       70         1

 20       65         1

 29       79         1

 24       72         1

 20       70         1

 38       91         2

 32       76         2

 33       69         2

 31       66         2

 34       73         2

 37       78         2

 38       87         2

 33       76         2

 35       79         2

 30       73         2

 37       68         2

 31       80         2

 39       75         2

 46       89         3

 49      101         3

 40       70         3

 42       72         3

 43       80         3

 46       83         3

 43       75         3

 49       80         3

 40       90         3

 48       70         3

 42       85         3

 44       71         3

 46       80         3

 47       96         3

 45       92         3

 55       76         4

 54       71         4

 57       99         4

 52       86         4

 53       79         4

 56       92         4

 52       85         4

 57      109         4

 50       71         4

 59       90         4

 50       91         4

 52      100         4

 58       80         4