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单词 White test
释义

White test

英语百科

White test

In statistics, the White test is a statistical test that establishes whether the residual variance of a variable in a regression model is constant: that is for homoskedasticity.

This test, and an estimator for heteroskedasticity-consistent standard errors, were proposed by Halbert White in 1980. These methods have become extremely widely used, making this paper one of the most cited articles in economics.

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