[R] How to compute heteroskedasticity-robust LM statistic?

[roach]

Anyone using Wooldrige's Introductory Econometrics: A Modern Approach?
In the 3rd edition example 8.3, I use the following method to compute
heteroskedasticity-robust LM statistic

library(car)
linear.hypothesis(model,c("avgsen=0","I(avgsen^2)=0")
,test="Chisq",vcov=hccm(model,type="hc0")) 
 
The result is different from the one introduced in the text. The p-value is
also differ greatly from using heteroskedasticity-robust F statistic.
Any thought on this?
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