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  2. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    The null hypothesis of this chi-squared test is homoscedasticity, and the alternative hypothesis would indicate heteroscedasticity. Since the Breusch–Pagan test is sensitive to departures from normality or small sample sizes, the Koenker–Bassett or 'generalized Breusch–Pagan' test is commonly used instead.

  3. Bartlett's test - Wikipedia

    en.wikipedia.org/wiki/Bartlett's_test

    In statistics, Bartlett's test, named after Maurice Stevenson Bartlett, [1] is used to test homoscedasticity, that is, if multiple samples are from populations with equal variances. [2] Some statistical tests, such as the analysis of variance , assume that variances are equal across groups or samples, which can be checked with Bartlett's test.

  4. Levene's test - Wikipedia

    en.wikipedia.org/wiki/Levene's_test

    Levene's test assesses this assumption. It tests the null hypothesis that the population variances are equal (called homogeneity of variance or homoscedasticity ). If the resulting p -value of Levene's test is less than some significance level (typically 0.05), the obtained differences in sample variances are unlikely to have occurred based on ...

  5. Breusch–Pagan test - Wikipedia

    en.wikipedia.org/wiki/Breusch–Pagan_test

    If the test statistic has a p-value below an appropriate threshold (e.g. p < 0.05) then the null hypothesis of homoskedasticity is rejected and heteroskedasticity assumed. If the Breusch–Pagan test shows that there is conditional heteroskedasticity, one could either use weighted least squares (if the source of heteroskedasticity is known) or ...

  6. Homogeneity and heterogeneity (statistics) - Wikipedia

    en.wikipedia.org/wiki/Homogeneity_and...

    They relate to the validity of the often convenient assumption that the statistical properties of any one part of an overall dataset are the same as any other part. In meta-analysis , which combines the data from several studies, homogeneity measures the differences or similarities between the several studies (see also Study heterogeneity ).

  7. Breusch–Godfrey test - Wikipedia

    en.wikipedia.org/wiki/Breusch–Godfrey_test

    [citation needed] The BG test is considered to be more general than the Ljung-Box test because the latter requires the assumption of strict exogeneity, but the BG test does not. However, the BG test requires the assumptions of stronger forms of predeterminedness and conditional homoscedasticity.

  8. White test - Wikipedia

    en.wikipedia.org/wiki/White_test

    White test is a statistical test that establishes whether the variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard errors , were proposed by Halbert White in 1980. [ 1 ]

  9. Multilevel model - Wikipedia

    en.wikipedia.org/wiki/Multilevel_model

    Homoscedasticity. The assumption of homoscedasticity, also known as homogeneity of variance, assumes equality of population variances. [9] However, different variance-correlation matrix can be specified to account for this, and the heterogeneity of variance can itself be modeled. Independence of observations (No Autocorrelation of Model's ...