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
Options
Input Ports
- Connection to a Teradata Database Instance
- This function is executed against the residuals left over after running a regression. These residuals may either reside within an independent table, or may exist in the form of tertiary results resident within an analytical result table. The SERIES_SPEC identifies the location and context associated with the residual series. If the residual series exists as a tertiary result set within an analytical result table, the SERIES_SPEC identifies that location, and the DBS software performs the extraction as part of the execution of this function.
Nodes
- String Configuration5 ×
- Boolean Configuration1 ×
- DB Data Spec Extractor1 ×
- DB SQL Executor (Labs)1 ×
- DB Table Remover (Labs)1 ×
- DB Table Selector (Labs)1 ×
- Merge Variables1 ×
- Transpose1 ×
Extensions
Links
- No links available