UsingExcelfor White's Test-An Important Technique for Evaluating the Equality of Variance Assumption and Model Specification in a Regression Analysis

Author:

Berenson Mark L.1

Affiliation:

1. Information & Operations Management Department, School of Business; Montclair State University; 1 Normal Avenue; Montclair; NJ; 07043

Publisher

Wiley

Subject

Decision Sciences (miscellaneous),Education,Business, Management and Accounting (miscellaneous)

Reference20 articles.

1. Graphs in statistical analysis;Anscombe;The American Statistician,1973

2. A simple test for heteroscedasticity and random coefficient variation;Breusch;Econometrica,1979

3. Robust tests for equality of variances;Brown;Journal of the American Statistical Association,1974

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