Pakistan Journal of Social Sciences

Relative Power of Glejser Test When Some Heteroscedasticity Structures Are Misspecified

O.A. Fasoranbaku , O.E. Olubusoye and J.O. Ogundele

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.