Jaribio la White la Heteroskedasticity
Jaribio la White, lililoanzishwa na Halbert White mnamo 1980, ni jaribio la jumla la heteroskedasticity ambalo halitoi dhana yoyote kuhusu umbo lake la kifanya kazi. Huweka upya mabaki ya OLS yaliyopigwa mraba kwenye vigezo tegemezi, miraba yao, na bidhaa zao za mseto, hivyo linaweza kugundua heteroskedasticity inayohusiana na mojawapo ya masharti haya. Karatasi hiyohiyo ya 1980 ilianzisha makosa ya kawaida ya heteroskedasticity-consistent ('White') ambayo ni suluhisho la kawaida wakati jaribio linakataliwa.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838. DOI: 10.2307/1912934 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). White Test for Heteroskedasticity. ScholarGate. https://scholargate.app/sw/econometrics/white-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Kipimo cha Breusch-Pagan cha Usumbufu wa Kigezo (Heteroskedasticity)Ekonometriki↔ compare
- Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)Ekonometriki↔ compare
- Weighted Least Squares (WLS)Takwimu↔ compare
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