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 homoscedasticity.
This test, and an estimator for heteroscedasticity-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.
Read more about White Test: Testing Constant Variance, See Also
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