Object Reference : Object View and Procedure Reference : Equation
Performs White’s test for heteroskedasticity of residuals.
Carries out White’s test for heteroskedasticity of the residuals of the specified equation. By default, the test is computed without the cross-product terms (using only the terms involving the original variables and squares of the original variables). You may elect to compute the original form of the White test that includes the cross-products.
White’s test is not available for equations estimated by binary, ordered, censored, or count.
Note that a more general version of the White test is available using Equation::hettest. We also note that for equations estimated without a constant term, version 6 of the White command will, by default, generate results that differ from version 5. You may obtain version 5 compatible results by adding the @comp keyword to white as in:
eq_name.white @comp
Include all possible nonredundant cross-product terms in the test regression.
Force the dialog to appear from within a program.
Print the test results.
carries out the White test of heteroskedasticity including all possible cross-product terms.
See “White's Heteroskedasticity Test” for a discussion of White’s test. For the multivariate version of this test, see “White Heteroskedasticity Test”.
See also Equation::hettest for a more full-featured version of this test.