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Thread: Testing heteroscedasticity statistically

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    Testing heteroscedasticity statistically




    Hi everyone,

    I conducted a Breush-Pagantest and it is unsignificant, so there is no heteroscedasticity. My residual plot however looks pretty heteroscedastistic to me. So my question is, if the statistical test says there is no problem, can I trust this? Or should I do a White's test as well? If the two tests are not significant, can I reliably interpret my regression output?

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    Re: Testing heteroscedasticity statistically

    Unfortunately, this cannot be answered, since you did not report your sample size.

    With kind regards

    K.

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    Re: Testing heteroscedasticity statistically


    The sample size is N = 222

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