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Thread: Conducting a White's test in SPSS

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    Conducting a White's test in SPSS




    PLEASE anyone?? I'm really struggling here...

    Hi everyone,

    I've seen a tutorial on youtube on how to conduct a white's test in spss. I was wondering if you could confirm this is the right way to do it, because I've read some others ways as well.
    I conduct a white's test like this : First I just run my regression and save the unstandardized predicted values en unstandardized residuals. Then I run a regression again, with the squared unstandardized residuals as the dependent, and the predicted values and the squared predicted values as the independents. In the output I look at the p-value of the F test, if this is significant, there is heteroscedasticity.

    Please tell me that's the right way to do it Another question, the White's test would be less powerfull with more predictors. I was wondering how many predictors would be too much...

    I don't think this matters for my question, but anyway, the N = 219. Thanks in advance!!
    Last edited by Charlotte_; 07-10-2015 at 10:42 AM.

  2. #2
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    Re: Conducting a White's test in SPSS


    https://www.youtube.com/watch?v=FlgxEUPky_E

    This is the video I watched and I followed the steps for the B-Ptest and the White's test. Is this the right way?

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