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Questions tagged [white-test]

Test for heteroskedasticity in the errors of a regression model. $H_0\colon$ errors are homoshedastic and independent of regressors, and the model is well specified.

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9 votes
2 answers

What does the notation like 8.6e-28 mean? What is the 'e' for?

I have a problem with the interpretation of a test result in which the p-value is 8.6e-28. How should it be interpreted? What is the ...
Ljudmila Ivanova's user avatar
6 votes
2 answers

Breusch–Pagan test for heteroscedasticity contradicts White's test?

Testing for heteroscedasticity I get these results: Breusch–Pagan / Cook–Weisberg test for heteroskedasticity $H_0$: Constant variance $H_a$: Heteroskedasticity ...
Rijak's user avatar
  • 63
7 votes
1 answer

White's test for heteroskedasticity in R

I am trying to estimate heteroskedasticity in R. I had Eviews available in my college's lab but not at home. I have been trying to use "het.test" package and ...
Faseeh's user avatar
  • 73