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- Title
TABLES OF CRITICAL VALUES FOR A BETA APPROXIMATION TO SZROETER'S STATISTIC FOR TESTING FOR HETEROSCEDASTICITY.
- Authors
Harrison, M. J.
- Abstract
The article presents tables of critical values for a beta approximation to the Szroeter (1978) bounds test for heteroscedasticity in the general linear model. It was found that the probability that the Szroeter test may prove inconclusive is high in the kinds of situation typically encountered in applied economics. The article discusses Harrison's (1980) proposed modified two-moment beta approximation to the true, but unknown, distribution of Szroeter's statistic. It shows that the procedure is easier to apply than the standard two-moment beta approximation.
- Subjects
HETEROSCEDASTICITY; ANALYSIS of variance; ECONOMETRICS; APPROXIMATION theory; LINEAR statistical models; MATHEMATICAL models of economics; MATHEMATICAL economics; ECONOMIC statistics; ECONOMETRIC models
- Publication
Oxford Bulletin of Economics & Statistics, 1982, Vol 44, Issue 2, p159
- ISSN
0305-9049
- Publication type
Article
- DOI
10.1111/j.1468-0084.1982.mp44002005.x