White test
id:
white-test-253-7927704
title:
White test
text:
White test is a statistical test that establishes whether the variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard errors, were proposed by Halbert White in 1980. These methods have become widely used, making this paper one of the most cited articles in economics. In cases where the White test statistic is statistically significant, heteroskedasticity may not necessarily be the cause; instea
brand slug:
wiki
category slug:
encyclopedia
description:
Statistical test
original url:
https://en.wikipedia.org/wiki/White_test
date created:
date modified:
2024-02-10T17:09:43Z
main entity:
{"identifier":"Q2983708","url":"https://www.wikidata.org/entity/Q2983708"}
image:
fields total:
13
integrity:
14