[Gretl-users] White's test for heteroskedasticity (GUI)

Allin Cottrell cottrell at wfu.edu
Wed Jun 17 17:29:11 EDT 2009


On Wed, 17 Jun 2009, Henrique wrote:

>       When I try to perform a "White's test for
> heteroskedasticity" on OLS models with only one term (x = b0 +
> b1y) Gretl shows me only the "White's test for
> heteroskedasticity (squared only)". I believe that this could be
> a little bit confusing...

In CVS I have disabled the "(squares only)" item for White's test
if the model has only one regressor (besides the constant).

Allin Cottrell


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