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Pakistan Journal of Social Sciences

ISSN: Online 1993-6052
ISSN: Print 1683-8831
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Relative Power of Glejser Test When Some Heteroscedasticity Structures Are Misspecified

O.A. Fasoranbaku , O.E. Olubusoye and J.O. Ogundele
Page: 221-223 | Received 21 Sep 2022, Published online: 21 Sep 2022

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https://doi.org/10.36478/pjssci.2007.221.223

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Abstract

This study uses Monte Carlo Experimentation to investigate the power of Glejser test when heteroscedasticity structures are mis-specified. The study considered four cases of functional misspecification. The result shows that Glejser test works as expected for all the four functional forms except for form 1/x.

How to cite this article:

O.A. Fasoranbaku , O.E. Olubusoye and J.O. Ogundele . Relative Power of Glejser Test When Some Heteroscedasticity Structures Are Misspecified.
DOI: https://doi.org/10.36478/pjssci.2007.221.223
URL: https://www.makhillpublications.co/view-article/1683-8831/pjssci.2007.221.223