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Ramseyev RESET test za funkcionalnu formu×Bijeli test za heteroskedastičnost×
PodručjeEkonometrijaEkonometrija
ObiteljRegression modelRegression model
Godina nastanka19691980
TvoracJames B. RamseyHalbert White
VrstaTest for functional-form misspecificationGeneral test for heteroskedasticity
Temeljni izvorRamsey, 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. DOI ↗White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838. DOI ↗
Drugi naziviRESET test, regression specification error test, Ramsey RESET fonksiyonel form testiWhite's general heteroskedasticity test, White değişen varyans testi
Srodne43
SažetakThe 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.
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ScholarGateUsporedite metode: Ramsey RESET Test · White Test. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare