[Gretl-users] White's test for heteroskedasticity (GUI)
cottrell at wfu.edu
Thu Jun 18 09:12:50 EDT 2009
On Thu, 18 Jun 2009, Sven Schreiber wrote:
> Allin's solution to make gretl even clever about this is already almost
> a luxury IMHO and not strictly necessary, but I certainly don't have
> anything against it :-)
Yes, the recent modification is in the "bending over backwards"
I can't accept Henrique's point that what we show for a model with
a single non-constant regressor is not "White's test" (with no
qualification needed). In the simple regression case we do
include all k available cross-products, where k = 0.
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