Võrdle meetodeid

	Ramsey RESET-test funktsionaalse vormi jaoks	Valge test heteroskedastilisuse tuvastamiseks
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1969	1980
Looja	James B. Ramsey	Halbert White
Tüüp	Test for functional-form misspecification	General test for heteroskedasticity
Algallikas	Ramsey, J. B. (1969). Tests for specification errors in classical linear least-squares regression analysis. Journal of the Royal Statistical Society: Series B, 31(2), 350–371.	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Rööpnimetused	RESET test, regression specification error test, Ramsey RESET fonksiyonel form testi	White's general heteroskedasticity test, White değişen varyans testi
Seotud	4	3
Kokkuvõte	The Ramsey RESET test, proposed by James Ramsey in 1969, is a general test for functional-form misspecification in a linear regression — for omitted nonlinear relationships between the response and the regressors. It adds powers of the fitted values to the model and checks whether they significantly improve the fit; if they do, the original linear specification has left systematic structure unexplained.	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.