The hope in building a univariate or multi-variate regression model is to create a regression model (estimator) that can be characterized as being BLUE: meaning the 'Best Linear Unbiased Estimator'. One of the properties of such an estimator is that the variance should be homoscedastic, meaning that the variance should be constant. Variances that are not constant, are said to be heteroscedastic.. The Whites General (WG) statistical test has an easier implementation and does not require any re-ordering, as the Goldfeld-Quandt test, and is not sensitive to the 'normal distribution assumption', as is the Breusch-Pagan-Godfrey test
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