Topic
White test
About: White test is a research topic. Over the lifetime, 152 publications have been published within this topic receiving 5672 citations. The topic is also known as: White Test.
Papers published on a yearly basis
Papers
TL;DR: In this paper, the Lagrange multiplier procedure or score test on the Pearson family of distributions was used to obtain tests for normality of observations and regression disturbances, and the tests suggested have optimum asymptotic power properties and good finite sample performance.
Abstract: Summary Using the Lagrange multiplier procedure or score test on the Pearson family of distributions we obtain tests for normality of observations and regression disturbances. The tests suggested have optimum asymptotic power properties and good finite sample performance. Due to their simplicity they should prove to be useful tools in statistical analysis.
3,104 citations
TL;DR: In this article, a large sample test for multiplicative heteroskedasticity is proposed and the test statistic is based upon ordinary least squares results, so that only estimation under the null hypothesis of homoskedastically is required.
298 citations
TL;DR: In this paper, the authors evaluate the performance of the F test for the equality of two variances as a preliminary test to determine the appropriateness of the two-sample t test and conclude that for equal sample sizes, the t test is insensitive to variance heterogeneity and hence no preliminary test is necessary.
Abstract: We evaluate the performance of the F test for the equality of two variances as a preliminary test to determine the appropriateness of the two-sample t test. When sampling is from a normal distribution, our results indicate that, for equal sample sizes, the t test is insensitive to variance heterogeneity and hence no preliminary test is necessary. For unequal sample sizes, the F test has small probability of detecting many alternatives for which the t test performs poorly, and so the F test is not an effective preliminary test. When sampling is from other distributions, our results confirm the sensitivity of the F test to the normality assumption.
232 citations
205 citations
Related Topics (5)
Performance Metrics
| Year | Papers |
|---|---|
| 2021 | 2 |
| 2020 | 1 |
| 2019 | 1 |
| 2018 | 2 |
| 2017 | 4 |
| 2016 | 7 |