方法对比

	White异方差检验	加权最小二乘法 (WLS)
领域	计量经济学	统计学
方法族	Regression model	Regression model
起源年份	1980	1935
提出者	Halbert White	Alexander Craig Aitken
类型	General test for heteroskedasticity	Weighted linear estimator
开创性文献	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.	Aitken, A. C. (1935). IV.—On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh, 55, 42–48.
别名	White's general heteroskedasticity test, White değişen varyans testi	WLS, weighted regression, heteroscedasticity-corrected OLS, variance-weighted least squares
相关	3	3
摘要	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.	Weighted Least Squares is a generalization of Ordinary Least Squares (OLS) regression that assigns each observation a weight inversely proportional to its error variance, thereby down-weighting high-variance data points and up-weighting precise ones. Introduced in its general matrix form by Alexander Craig Aitken in 1935, WLS is the canonical remedy when heteroscedasticity is present and the error variance structure is known or can be reliably estimated.