Answers are grounded in this paper and cite their sources.
This paper examines the usefulness of H. White's (1982) information matrix test and test for heteroskedasticity of unspecified form as general checks of adequacy in the context of linear models. Asymptotic analysis and Monte Carlo results are provided, with the latter covering a number of general misspecification tests. Comments are made on the value of testing for normality.
No takes yet. Share an insight, caveat, or question.
Godfrey et al. (1994) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: