Grocer Function

NAME

white - White's heteroskedasticity test

CALLING SEQUENCE

[resulwhite]=white(resulols,np)

PARAMETERS

Input

Output

DESCRIPTION

Computes the value of White's heteroskedasticity test (see White, H. (1980) "A heteroskedastic-consistent covariance matrix estimator and a direct test for heteroskedasticity", Econometrica, 48, 817-838). Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.

EXAMPLE

r=white(he)

This example stores in tlist r, and displays on screen, White's test on regression results stored in he.

AUTHOR

Eric Dubois 2002