我用的怀特检验法得到了如下的结果,不太懂到底有没有异方差
liwenhao212022-10-04 11:39:542条回答
我用的怀特检验法得到了如下的结果,不太懂到底有没有异方差
White Heteroskedasticity Test:x05x05x05x05
x05x05x05x05
F-statisticx051.804797x05 Probabilityx05x050.116540
Obs*R-squaredx058.821886x05 Probabilityx05x050.116383
x05x05x05x05
x05x05x05x05
Test Equation:x05x05x05x05
Dependent Variable:RESID^2x05x05x05x05
Method:Least Squaresx05x05x05x05
Date:03/22/12 Time:16:59x05x05x05x05
Sample:2001M01 2011M12x05x05x05x05
Included observations:132x05x05x05x05
x05x05x05x05
Variablex05Coefficientx05Std.Errorx05t-Statisticx05Prob.
x05x05x05x05
Cx054.06E-05x058.75E-06x054.642932x050.0000
X1x052.81E-05x050.000759x050.037018x050.9705
X1^2x05-0.020096x050.014287x05-1.406535x050.1620
X1*X2x050.013770x050.010730x051.283240x050.2018
X2x050.000148x050.000171x050.864169x050.3891
X2^2x05-0.003621x050.002444x05-1.481606x050.1409
x05x05x05x05
R-squaredx050.066832x05 Mean dependent varx05x053.34E-05
Adjusted R-squaredx050.029802x05 S.D.dependent varx05x055.48E-05
S.E.of regressionx055.40E-05x05 Akaike info criterionx05x05-16.77194
Sum squared residx053.67E-07x05 Schwarz criterionx05x05-16.64091
Log likelihoodx051112.948x05 F-statisticx05x051.804797
Durbin-Watson statx050.683177x05 Prob(F-statistic)x05x050.116540
White Heteroskedasticity Test:x05x05x05x05
x05x05x05x05
F-statisticx051.804797x05 Probabilityx05x050.116540
Obs*R-squaredx058.821886x05 Probabilityx05x050.116383
x05x05x05x05
x05x05x05x05
Test Equation:x05x05x05x05
Dependent Variable:RESID^2x05x05x05x05
Method:Least Squaresx05x05x05x05
Date:03/22/12 Time:16:59x05x05x05x05
Sample:2001M01 2011M12x05x05x05x05
Included observations:132x05x05x05x05
x05x05x05x05
Variablex05Coefficientx05Std.Errorx05t-Statisticx05Prob.
x05x05x05x05
Cx054.06E-05x058.75E-06x054.642932x050.0000
X1x052.81E-05x050.000759x050.037018x050.9705
X1^2x05-0.020096x050.014287x05-1.406535x050.1620
X1*X2x050.013770x050.010730x051.283240x050.2018
X2x050.000148x050.000171x050.864169x050.3891
X2^2x05-0.003621x050.002444x05-1.481606x050.1409
x05x05x05x05
R-squaredx050.066832x05 Mean dependent varx05x053.34E-05
Adjusted R-squaredx050.029802x05 S.D.dependent varx05x055.48E-05
S.E.of regressionx055.40E-05x05 Akaike info criterionx05x05-16.77194
Sum squared residx053.67E-07x05 Schwarz criterionx05x05-16.64091
Log likelihoodx051112.948x05 F-statisticx05x051.804797
Durbin-Watson statx050.683177x05 Prob(F-statistic)x05x050.116540
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共2条回复
感谢荆纪ww 共回答了23个问题 |采纳率87%- 自由度是（6-1）=5 然后自己选定一个显著性水平比如0.05 查表 如果Obs*R-squared=8.821886,如果你查表查到的卡方值大于8.821886 那就存在异方差 反之不存在
- 1年前
- 板板942 共回答了3个问题
|采纳率 - F-statistic1.804797 Probability0.116540
Obs*R-squared8.821886 Probability0.116383
不是结果中有这个么？
Probability=0.116383 说明在0.1的显著性水平下 异方差不存在。 - 1年前
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X
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