Re: [Gretl-users] White's test for heteroskedasticity (GUI)
On Thu, 18 Jun 2009, Sven Schreiber wrote:
Allin's solution to make gretl even clever about this is already
almost
a luxury IMHO and not strictly necessary, but I certainly don't have
anything against it :-)
Yes, the recent modification is in the "bending over backwards"
category.
I can't accept Henrique's point that what we show for a model with
a single non-constant regressor is not "White's test" (with no
qualification needed). In the simple regression case we do
include all k available cross-products, where k = 0.
Allin.