Regression model
White异方差检验
White检验由Halbert White于1980年提出，是一种不对异方差的函数形式做任何假设的通用异方差检验。它将OLS残差的平方对回归量、它们的平方以及它们的交叉乘积进行回归，因此可以检测与这些项中任何一项相关的异方差。同一篇1980年的论文还介绍了异方差一致（“White”）标准误，这是检验拒绝时的标准补救措施。
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来源
- White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838. DOI: 10.2307/1912934 ↗
如何引用本页
ScholarGate. (2026, June 2). White Test for Heteroskedasticity. ScholarGate. https://scholargate.app/zh/econometrics/white-test
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