Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| Teste Ramsey RESET para Forma Funcional× | Teste de White para Heteroscedasticidade× | |
|---|---|---|
| Área | Econometria | Econometria |
| Família | Regression model | Regression model |
| Ano de origem≠ | 1969 | 1980 |
| Autor original≠ | James B. Ramsey | Halbert White |
| Tipo≠ | Test for functional-form misspecification | General test for heteroskedasticity |
| Fonte seminal≠ | 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. DOI ↗ | White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838. DOI ↗ |
| Outros nomes≠ | RESET test, regression specification error test, Ramsey RESET fonksiyonel form testi | White's general heteroskedasticity test, White değişen varyans testi |
| Relacionados≠ | 4 | 3 |
| Resumo≠ | 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. |
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