作业帮怀特检验的异方差判定标准以下这个检验怎么判定呢?存在异方差吗?求教!White Heteroskedasticity Test:F-statistic 4.148468 Probability 0.011832Obs*R-squared 11.60896 Probability 0.020509Test Equation:Dependent Variable:RESID^2
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怀特检验的异方差判定标准以下这个检验怎么判定呢?存在异方差吗?求教!White Heteroskedasticity Test:F-statistic 4.148468 Probability 0.011832Obs*R-squared 11.60896 Probability 0.020509Test Equation:Dependent Variable:RESID^2
怀特检验的异方差判定标准
以下这个检验怎么判定呢?存在异方差吗?求教!
White Heteroskedasticity Test:
F-statistic 4.148468 Probability 0.011832
Obs*R-squared 11.60896 Probability 0.020509
Test Equation:
Dependent Variable:RESID^2
Method:Least Squares
Date:12/27/10 Time:22:08
Sample:1 27
Included observations:27
Variable Coefficient Std.Error t-Statistic Prob.
C -79700.74 75538.40 -1.055102 0.3028
X1 1.295425 1.026914 1.261473 0.2204
X1^2 -0.000116 0.000292 -0.398070 0.6944
X2 1490.651 1383.797 1.077218 0.2931
X2^2 -6.978429 6.337612 -1.101113 0.2827
R-squared 0.429961 Mean dependent var 1027.797
Adjusted R-squared 0.326318 S.D.dependent var 1482.430
S.E.of regression 1216.751 Akaike info criterion 17.21133
Sum squared resid 32570623 Schwarz criterion 17.45130
Log likelihood -227.3530 F-statistic 4.148468
Durbin-Watson stat 2.065441 Prob(F-statistic) 0.011832
怀特检验的异方差判定标准以下这个检验怎么判定呢?存在异方差吗?求教!White Heteroskedasticity Test:F-statistic 4.148468 Probability 0.011832Obs*R-squared 11.60896 Probability 0.020509Test Equation:Dependent Variable:RESID^2
您的例子不存在异方差,因为这个案例是小样本,所以应该看前半部分：
Variable Coefficient Std.Error t-Statistic Prob.
C -79700.74 75538.40 -1.055102 0.3028
X1 1.295425 1.026914 1.261473 0.2204
X1^2 -0.000116 0.000292 -0.398070 0.6944
X2 1490.651 1383.797 1.077218 0.2931
X2^2 -6.978429 6.337612 -1.101113 0.2827
而一般做检验的显著性水平选取1%,5%或10%都比P值要小,因此在这次检验中不管采用上述哪一种显著性水平都不应该拒绝原假设,即认为不存在异方差现象.
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