About: Glejser test

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In statistics, the Glejser test for heteroscedasticity, developed in 1969 by , regresses the residuals on the explanatory variable that is thought to be related to the heteroscedastic variance. After it was found not to be asymptotically valid under asymmetric disturbances, similar improvements have been independently suggested by Im, and Machado and Santos Silva.

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  • In statistics, the Glejser test for heteroscedasticity, developed in 1969 by , regresses the residuals on the explanatory variable that is thought to be related to the heteroscedastic variance. After it was found not to be asymptotically valid under asymmetric disturbances, similar improvements have been independently suggested by Im, and Machado and Santos Silva. (en)
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  • In statistics, the Glejser test for heteroscedasticity, developed in 1969 by , regresses the residuals on the explanatory variable that is thought to be related to the heteroscedastic variance. After it was found not to be asymptotically valid under asymmetric disturbances, similar improvements have been independently suggested by Im, and Machado and Santos Silva. (en)
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  • Glejser test (en)
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