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Test for homoschedasticity

  1. Apr 18, 2005 #1
    I have tried to search for links about testing for homoschedasticity and could not find any useful ones which explain what it means and how i can test for it. :cry:

    Hope for any inputs.

  2. jcsd
  3. Apr 18, 2005 #2
    You might want to try searches on


    since that's the opposite.

    Any decent regression analysis textbook should cover this topic, especially in econometrics.
  4. May 20, 2006 #3
    While we're on the subject, by my understanding, heteroskedasticity is when the variance of the error doesn't match the variance of the empirical linear regression? Am I correct?
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