How do you test for heteroskedasticity in SPSS?
TEST STEPS HETEROSKEDASTICITY GRAPHS SCATTERPLOT SPSS
- Activate SPSS program, then click Variable View, then on the Name write X1, X2, and Y.
- Then click Data View, then enter the value for each variable.
- Next step click Analyze – Regression – Linear …
What is white heteroskedasticity?
What is the White Test? White’s test is used to test for heteroscedastic (“differently dispersed”) errors in regression analysis. It is a special case of the (simpler) Breusch-Pagan test. A graph showing heteroscedasticity; the White test is used to identify heteroscedastic errors in regression analysis.
Why do we use White’s test?
One important assumption of Regression is that the variance of the Error Term is constant across observations. If the error has a constant variance, then the errors are called homoscedastic, otherwise heteroscedastic.
How do you find the White test statistic?
Follow these five steps to perform a White test:
- Estimate your model using OLS:
- Obtain the predicted Y values after estimating your model.
- Estimate the model using OLS:
- Retain the R-squared value from this regression:
- Calculate the F-statistic or the chi-squared statistic:
What are the solutions of Heteroscedasticity?
The solution. The two most common strategies for dealing with the possibility of heteroskedasticity is heteroskedasticity-consistent standard errors (or robust errors) developed by White and Weighted Least Squares.
How do you do White test for heteroskedasticity in Excel?
Open the XLSTAT menu and click on Time / Tests for heteroscedasticity. Select the Residuals(Sugar) column in the Residuals box, and the Age column in the explanatory variables box. Check the White test checkbox and launch the analysis by clicking on the OK button.