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The White test lets you choose whether to include cross terms or no cross terms using the
Include cross terms checkbox. The cross terms version of the test is the original version of
White's test that includes all of the cross product terms. However, the number of cross-product
terms increases with the square of the number of right-hand side variables in the regression;
with large numbers of regressors, it may not be practical to include all of these terms.
The no cross terms specification runs the test regression using only squares of the regressors.
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