Talk:White test
Latest comment: 15 years ago by 216.145.192.6 in topic Clarification on dfs
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White Test or "White's Test"? ——Nussknacker胡桃夹子^.^tell me... 00:17, 6 February 2007 (UTC)
- En français : test de White => « White's Test »
- http://ideas.repec.org/a/ecm/emetrp/v48y1980i4p817-38.html —Preceding unsigned comment added by 88.178.9.167 (talk) 21:01, 13 February 2008 (UTC)
Could someone please elaborate as to how I actually perform the test, what the critical values are, and so on?
Clarification on dfs
editIt should be made clear whether the k-1 dfs refers to the number of predictor variables in the ORIGINAL regression or in the one used to calculate the White Test statistic. For instance, in a regression with 6 predictors, a White Test statistic of 24.892 is hugely significant at k-1 = 6 but not at all significant at k-1 = 27.216.145.192.6 (talk) 20:43, 6 April 2009 (UTC)