English, Article edition: WHITETST: Stata module to perform White's test for heteroskedasticity Christopher F Baum; Nicholas J. Cox

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Bookmark: http://trove.nla.gov.au/version/101863
Physical Description
  • code
Language
  • English

Edition details

Title
  • WHITETST: Stata module to perform White's test for heteroskedasticity
Author
  • Christopher F Baum
  • Nicholas J. Cox
Physical Description
  • code
Notes
  • whitetst computes White's test for heteroskedasticity following regress or cnsreg. This test is a special case of the Breusch-Pagan test (q.v. bpagan). The White test does not require specification of a list of variables, as that list is constructed from the regressor list. Alternatively, whitetst can perform a specialized form of the test which economizes on degrees of freedom. This is version 1.2.3 of the software, revised from that published in STB-55.
  • residual diagnostics, heteroskedasticity
  • RePEc:boc:bocode:s390601
Language
  • English
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