Q. Which of the following is a difference between the White test and the Breusch-Pagan test? a. The White test is used for detecting autocorrelation in a linear regression model, whereas the...


Q. Which of the following is a difference between the White test and the Breusch-Pagan test?



a. The White test is used for detecting autocorrelation in a linear regression model, whereas the Breusch-Pagan test is used for detecting heteroscedasticity.


b. The White test is used for detecting heteroscedasticity in a linear regression model, whereas the Breusch-Pagan test is used for detecting heteroscedasticity in a quadratic regression model.


c. The number of regressors used in the White test is larger than the number of regressors used in the Breusch-Pagan test.


d. The number of regressors used in the Breusch-Pagan test is larger than the number of regressors used in the White test.



Jun 03, 2022
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