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has gloss | eng: In statistics, the White test, named after Halbert White, is a test that establishes whether the residual variance of a variable in a regression model is constant (homoscedasticity). To test for constant variance one regresses the squared residuals from a regression model onto the regressors, the cross-products of the regressors and the squared regressors. One then inspects the R^2}. If homoskedasticity is rejected one can use a GARCH model. |
lexicalization | eng: White test |
instance of | c/Statistical tests |
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Castilian | |
has gloss | spa: En estadística la prueba de White es la prueba más general para detectar la heteroscedasticidad en los modelos de regresión lineal. No precisa de una especificación concreta de la heteroscedasticidad bajo la alternativa. |
lexicalization | spa: Prueba de White |
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