IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s319401.html
 

WHITE: Stata module to perform White's test for heteroscedasticity

Author

Listed:
  • Jeroen Weesie

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Jeroen Weesie, 1997. "WHITE: Stata module to perform White's test for heteroscedasticity," Statistical Software Components S319401, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s319401
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/w/white.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/w/white.hlp
    File Function: help file
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Stata;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s319401. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.