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Jaribio la Ramsey RESET kwa Fomu ya Kazi×Jaribio la White la Heteroskedasticity×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili19691980
MwanzilishiJames B. RamseyHalbert White
AinaTest for functional-form misspecificationGeneral test for heteroskedasticity
Chanzo asiliaRamsey, 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 ↗
Majina mbadalaRESET test, regression specification error test, Ramsey RESET fonksiyonel form testiWhite's general heteroskedasticity test, White değişen varyans testi
Zinazohusiana43
MuhtasariThe 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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ScholarGateLinganisha mbinu: Ramsey RESET Test · White Test. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare