قارن الطرق

	انحدار المربعات الصغرى العادية (OLS)	اختبار وايت لعدم تجانس التباين
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	2019	1980
صاحب الطريقة	Wooldridge (textbook treatment); classical least squares	Halbert White
النوع	Linear regression	General test for heteroskedasticity
المصدر التأسيسي	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
الأسماء البديلة	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	White's general heteroskedasticity test, White değişen varyans testi
ذات صلة	5	3
الملخص	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	The White test, introduced by Halbert White in 1980, is a general test for heteroskedasticity that makes no assumption about its functional form. It regresses the squared OLS residuals on the regressors, their squares, and their cross-products, so it can detect heteroskedasticity related to any of these terms. The same 1980 paper introduced the heteroskedasticity-consistent ('White') standard errors that are the standard remedy when the test rejects.