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](/uploads/image/z/8450297-17-7.jpg?t=stata+%E6%80%80%E7%89%B9%E6%A3%80%E9%AA%8C%E4%B8%AD%E7%94%A8%E5%93%AA%E4%B8%AA%E5%80%BC%E5%88%A4%E6%96%AD%E5%BC%82%E6%96%B9%E5%B7%AE%E7%9A%84%E5%AD%98%E5%9C%A8%2C%E8%83%BD%E4%BD%9B%E5%B8%AE%E6%88%91%E5%88%86%E6%9E%90%E4%B8%80%E4%B8%8B%E8%BE%93%E5%87%BA%E7%BB%93%E6%9E%9C.estatimtest%2CwhiteWhite%27s+testfor+Ho%3Ahomoskedasticityagainst+Ha%3Aunrestrictedheteroskedasticitychi2%2813%29+%3D+8.40Prob+%3E+chi2+%3D+0.8168Cameron+%26Trivedi%27s+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,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