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Test RESET di Ramsey per la Forma Funzionale×Test di White per l'eteroschedasticità×
CampoEconometriaEconometria
FamigliaRegression modelRegression model
Anno di origine19691980
IdeatoreJames B. RamseyHalbert White
TipoTest for functional-form misspecificationGeneral test for heteroskedasticity
Fonte seminaleRamsey, 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 ↗
AliasRESET test, regression specification error test, Ramsey RESET fonksiyonel form testiWhite's general heteroskedasticity test, White değişen varyans testi
Correlati43
SintesiThe 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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ScholarGateConfronta i metodi: Ramsey RESET Test · White Test. Consultato il 2026-06-17 da https://scholargate.app/it/compare