STATA请大神帮我分析结果!是否存在异方差
来源:学生作业帮 编辑:作业帮 分类:英语作业 时间:2024/11/08 00:37:04
STATA请大神帮我分析结果!是否存在异方差
White's test for Ho:homoskedasticity
against Ha:unrestricted heteroskedasticity
chi2(4) = 9.92
Prob > chi2 = 0.0417
Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 9.92 4 0.0417
Skewness | 12.29 2 0.0021
Kurtosis | 2.18 1 0.1395
---------------------+-----------------------------
Total | 24.40 7 0.0010
---------------------------------------------------
White's test for Ho:homoskedasticity
against Ha:unrestricted heteroskedasticity
chi2(4) = 9.92
Prob > chi2 = 0.0417
Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 9.92 4 0.0417
Skewness | 12.29 2 0.0021
Kurtosis | 2.18 1 0.1395
---------------------+-----------------------------
Total | 24.40 7 0.0010
---------------------------------------------------
在5%显著性水平上存在异方差