Francesca Palomba

3 Questions 6 Answers 0 Followers

Questions related from Francesca Palomba

I have two samples. I used theThe studentized Breusch-Pagan test, proposed by R. Koenker. Is this a specific test?

Should I use Breush Pagan (koenker) test if I have a linear form of heteroskedasticity? I read that it models the error variance as σ2i=σ2h(z′iα) where zi is a vector of your independent...

03 March 2017 2,089 4 View

If there is evidence of heteroskedasticity from plots , Should you plot the squared residuals vs explanatory variables?

If there is evidence of heteroskedasticity from plots, should you plot the squared residuals vs explanatory variables to understand the functional form between them and choose the best test?

03 March 2017 6,440 6 View

Heteroskedasticity. Which test should you choose?

I have two data sample. For each sample I have more variables. I should make some regressions. I have the following doubt. There are many heteroskedaticity tests: Levene's test, Goldfeld–Quandt...

03 March 2017 316 15 View