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

Sven Schreiber svetosch at gmx.net
Wed Jun 17 17:35:24 EDT 2009

I don't quite see why the current behavior would be confusing. But maybe
I didn't understand what you expected instead.


Henrique schrieb:
> Dear Gretl community,
>       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 and I suggest to introduce an alert
> when we try to perform an "White's test for heteroskedasticity" on
> regressions (OLS) that have only one explanatory variable.
>        I'd have attached a session file that shows this problem.
> Best,
> Henrique C. de Andrade
> Doutorando em Economia Aplicada
> Universidade Federal do Rio Grande do Sul
> www.ufrgs.br/ppge <http://www.ufrgs.br/ppge>
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