We revisit size controllability results in Pötscher and Preinerstorfer (2025) concerning heteroskedasticity robust test statistics in regression models. For the special, but important, case of testing a single restriction (e.g., a zero restriction on a single coefficient), we povide a necessary and sufficient condition for size controllability, whereas the condition in Pötscher and Preinerstorfer (2025) is, in general, only sufficient (even in the case of testing a single restriction).

翻译：我们重新审视了Pötscher和Preinerstorfer (2025)中关于回归模型异方差稳健检验统计量的规模可控性结果。针对检验单一约束（例如，单个系数的零约束）这一特殊但重要的情形，我们给出了规模可控性的一个充要条件，而Pötscher和Preinerstorfer (2025)中的条件在一般情况下仅为充分条件（即使在检验单一约束的情形下也是如此）。