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Which statistics tests should be applied on heteroscedastic and homoscedastic data, respectively? What are the differences?

Ferdi
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matt
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  • This seems like a very broad question - there are thousands of hypotheses tests. What kinds of hypothesis are you testing? – Glen_b Feb 14 '16 at 23:08

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I suppose you are interested in knowing how you should test for if your data is heterocedastic or not, right?

In this case, the two most common tests are:
- the Breusch-Pagan test
- the White test

Check this and this questions to get some insight about there differences.

lincolnfrias
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