Testing Method of Heteroscedasticity in Multiple Linear Regression Model

Fang Cai

《Frontiers in Economics and Management》 2卷6期 (2021/06) Pp. 67-72

https://doi.org/10.6981/FEM.202106_2(6).0013

摘要

The multiple linear regression model is one of the most common models. When the model is applied to economic structure analysis, economic forecasting, policy evaluation and testing, etc., in order to play its role more accurately, it must be ensured that the model does not have heteroscedasticity. Therefore, it is also an important issue to test whether the model has heteroscedasticity. This article mainly sorts out the test methods of multiple linear regression heteroscedasticity and its applicability, in the hope that the multiple linear regression heteroscedasticity test can be selected appropriately.

關鍵字

Multiple Linear Regression Model ； Heteroscedasticity ； Testing Method

參考文獻

Xiaoqin Zhang, Jianyong Niu, Shunyong Li. Heteroscedasticity Test Method of K-S Based on G-Q Test. Journal of Shanxi University (Natural Science Edition), 2019, 42(01): 95-104.

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