Salīdzināt metodes

	Goldfelda-Kvanta tests heteroskedasticitātei	Baltā tests heteroskedasticitātei
Nozare	Ekonometrija	Ekonometrija
Saime	Hypothesis test	Regression model
Izcelsmes gads	1965	1980
Autors	Stephen Goldfeld & Richard Quandt	Halbert White
Tips	F-ratio test for heteroskedasticity	General test for heteroskedasticity
Pirmavots	Goldfeld, S. M., & Quandt, R. E. (1965). Some tests for homoscedasticity. Journal of the American Statistical Association, 60(310), 539–547.	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Citi nosaukumi	GQ Test, Goldfeld-Quandt Heteroskedasticity Test, Split-Sample Variance Ratio Test, Goldfeld-Quandt Homojenlik Testi	White's general heteroskedasticity test, White değişen varyans testi
Saistītās	3	3
Kopsavilkums	The Goldfeld-Quandt test, introduced by Stephen Goldfeld and Richard Quandt in 1965, is a classical diagnostic procedure for detecting heteroskedasticity in OLS regression. It operates by sorting observations according to a variable suspected of driving variance, omitting a central block, fitting separate regressions on the two tail sub-samples, and comparing their residual variances via an F-ratio. The test is particularly well-suited to situations where the error variance is believed to increase or decrease monotonically with an observed regressor.	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.