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.
3
questions
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votes
2
answers
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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 ...
- 121
6
votes
2
answers
71k
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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
...
- 63
7
votes
1
answer
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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 ...
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