Vidéos
https://www.projectguru.in › heteroscedasticity-test-stata
How to perform Heteroscedasticity test in STATA for time series data?White test for heteroscedasticity . To check heteroscedasticity using the White test, use the following command in STATA: estat imtest, white. The below results will appear.
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Stata Tutorial: White Test for Heteroskedasticity - YouTubeFour ways to conduct the White test for Heteroskedasticity in Stata, with examples and explanation.Link to tutorial on Breusch-Pagan test for Heteroskedastic...
https://sceco.umontreal.ca › public › FAS › sciences-economiques › Documents › 3-ressources...
Guide d’économétrie appliquée à l’intention des étudiants du cours ECN 3950Deux de ces tests, le test de Breusch-Pagen et le test de White sont décrits dans le guide d’économétrie appliqué pour Stata à la section 5.1. L’idée générale de ces tests est de vérifier si le carré des résidus peut être expliqué par les variables du modèle.
https://stats.stackexchange.com › questions › 156892
White's Test for heteroscedasticity InterpretationWhite's test for Ho: homoskedasticity against Ha: unrestricted heteroskedasticity chi2(65) = 70.49 Prob > chi2 = 0.2991 In my opinion there is not enough evidence to conclude heteroskedasticity and the errors are homoscedastic.
https://www.statalist.org › ... › general › 1335992-testing-for-heteroskedasticity
Testing for heteroskedasticity - StatalistA user asks how to test for heteroskedasticity in a regression model with squared terms and gets advice from another user. The advice includes using -estat hettest- command and checking residual distribution and omitted variables bias.
https://www.institut-numerique.org › section-i-presentation-et-analyse-des-resultats-du...
Section I : PRESENTATION ET ANALYSE DES RESULTATS DU MODELEL’identification de l’hétéroscédasticité peut être faite à l’aide de plusieurs tests, par exemple les tests de Breusch-Pagan, test de Goldfeld, test de Gleisjer et test de White. Dans notre étude, nous prenons le test de Breusch-Pagan pour tester l’hétéroscédasticité, le problème du test est le suivant :
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Comment faire le test d'hétéroscédasticité des erreurs sous STATASoutenez nous en nous faisant un don via Paypal: cliquez ici https://paypal.me/Envoyezparici?locale.x=fr_FRVous avez des difficultés pour l'analyse de vos do...
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Heteroscedasticity Tests in Stata - YouTubeOverview of how to implement the White and Breusch-Pagan tests for heteroscedasticity in Stata.
https://www.statalist.org › ... › 1385157-breusch-pagan-vs-white-test-for-heteroskedasticity
Breusch Pagan vs. White test for heteroskedasticity - StatalistWhen I tested for heteroskedasticity, the Breusch Pagan gave a contradicting result to the White test. And my question is: which test should I trust? I know the White test tests for nonlinear forms of heteroskedasticity. Does that mean that I have a nonlinear heteroskedasticity that was not picked up by Bresuch-Pagan test?
https://www.stata.com › manuals › tswntestq.pdf
stata.com wntestq — Portmanteau (Q) test for white noisewntestq is a Stata command that performs the portmanteau test for white noise based on the autocorrelations of a time series. It can be used to test the null hypothesis that a series is a realization from a white-noise process.
