השוואת שיטות

	מבחן וייט לבחינת הטרוסקדסטיות	רגרסיית ריבועים פחותים רגילים (OLS)	ריבועים פחותים משוקללים (WLS)
תחום	אקונומטריקה	אקונומטריקה	סטטיסטיקה
משפחה	Regression model	Regression model	Regression model
שנת המקור	1980	2019	1935
הוגה השיטה	Halbert White	Wooldridge (textbook treatment); classical least squares	Alexander Craig Aitken
סוג	General test for heteroskedasticity	Linear regression	Weighted linear estimator
מקור מכונן	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48.
כינויים	White's general heteroskedasticity test, White değişen varyans testi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	WLS, weighted regression, heteroscedasticity-corrected OLS, variance-weighted least squares
קשורות	3	5	3
תקציר	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.	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).	Weighted Least Squares is a generalization of Ordinary Least Squares (OLS) regression that assigns each observation a weight inversely proportional to its error variance, thereby down-weighting high-variance data points and up-weighting precise ones. Introduced in its general matrix form by Alexander Craig Aitken in 1935, WLS is the canonical remedy when heteroscedasticity is present and the error variance structure is known or can be reliably estimated.