stata 怀特检验中用哪个值判断异方差的存在,能佛帮我分析一下输出结果.estatimtest,whiteWhite's testfor Ho:homoskedasticityagainst Ha:unrestrictedheteroskedasticitychi2(13) = 8.40Prob > chi2 = 0.8168Cameron &Trivedi's decompos
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stata 怀特检验中用哪个值判断异方差的存在,能佛帮我分析一下输出结果.estatimtest,whiteWhite's testfor Ho:homoskedasticityagainst Ha:unrestrictedheteroskedasticitychi2(13) = 8.40Prob > chi2 = 0.8168Cameron &Trivedi's decompos
stata 怀特检验中用哪个值判断异方差的存在,能佛帮我分析一下输出结果
.estatimtest,white
White's testfor Ho:homoskedasticity
against Ha:unrestrictedheteroskedasticity
chi2(13) = 8.40
Prob > chi2 = 0.8168
Cameron &Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 8.40 13 0.8168
Skewness | 2.20 4 0.6983
Kurtosis | 2.55 1 0.1103
---------------------+-----------------------------
Total | 13.15 18 0.7825
stata 怀特检验中用哪个值判断异方差的存在,能佛帮我分析一下输出结果.estatimtest,whiteWhite's testfor Ho:homoskedasticityagainst Ha:unrestrictedheteroskedasticitychi2(13) = 8.40Prob > chi2 = 0.8168Cameron &Trivedi's decompos
不存在异方差
原假设为同方差,Prob > chi2 = 0.8168 为显著性是0.8168,大于0.01、0.05和0.1
所以符合同方差,即不存在异方差