topic Re: Testing heteroskedasticity using Goldfeld Quandt test in Statistical Procedures

Testing heteroskedasticity using Goldfeld Quandt test

SylJerSPTSE — Sat, 14 Nov 2015 15:28:03 GMT

Hi everyone,

We would like to test heteroskedasticity of a variable x in a sample of size n using Goldfeld Quandt test. Can you help us ?

Thank you.

Reeza — Sat, 14 Nov 2015 17:52:57 GMT

It doesn't look like there's a test out of the box, but googling I found several examples of people implementing in in SAS.

None look automated unfortunately.

SylJerSPTSE — Sat, 14 Nov 2015 20:31:09 GMT

Yes that's what we found out. We did it by ourselves at the end manually