The White test evaluates a joint null hypothesis that a regression model is homoscedastic
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The White test evaluates a joint null hypothesis that a regression model is homoscedastic

Problem 3

The White test evaluates a joint null hypothesis that a regression model is homoscedastic and the disturbances are independent of the explanatory variables (or no specification error in a sense).

(a) What is the alternative hypothesis?

(b) If the null hypothesis is rejected, what do we need to do?

Hint
StatisticsHomoscedastic refers to the state where the variance for one variable is almost similar to the variance of other variables. The error term for the variance is constant. There is also a similar standard deviation in different sets of groups under study....
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