Breusch and Pagan heteroskedasticity test
[nvar2,f,f_pvalue,r2]=bpagan0(u2,x2,nvar)
* u2 = the first stage regression squared residuals
* x2 = the exogenous variables of the Breusch and Pagan second stage regression
* nvar = number of exogenous variables in the first satge regression
* nvar2 = # of exogenous variables of the Breusch and Pagan second stage regression
* f = value of the Goldfeld-Quandt F test
* f_pvalue = its p-value
* r2 = R² of the auxilliary regression