and a modification of one of the tests, they can be found to be algebraically equivalent. If homoskedasticity is rejected one can use heteroskedasticity-consistent standard errors. Software implementations In R, White's Test can be implemented using the white_lm function of the skedastic package. In Python, White's Test can be implemented using the het_white function of the statsmodels.stats.diagnostic.het_white In Stata, the test can be implemented using the estat imtest, white function. See also Heteroskedasticity Breusch–Pagan test References Further reading Statistical tests Regression diagnostics