English, Article edition: WHITE: Stata module to perform White's test for heteroscedasticity Jeroen Weesie

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/103517
Physical Description
  • code
Language
  • English

Edition details

Title
  • WHITE: Stata module to perform White's test for heteroscedasticity
Author
  • Jeroen Weesie
Physical Description
  • code
Notes
  • htest, szroeter, and white provide tests for the assumption of the linear regression model that the residuals e are homoscedastic, i.e., have constant variance. The tests differ with respect to the specification of residual variances under the alternative hypothesis. white considers the general (unrestricted) alternative hypothesis in which no assumptions is made on the residual variances (White 1980). szroeter considers the alternative hypothesis that the residual variances are monotonically increasing in some variable (Szroeter 1978). htest performs standard score tests for H: b=​0 for two parametric forms of heteroscedasticity: multiplicative heteroscedasticity and random coefficient heteroscedasticity (REF). Warning: these modules are a work in progress. Note: the modules htest and szroeter are not currently available from IDEAS.
  • RePEc:boc:bocode:s319401
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment