如:在进行BP检验时,出现如下结果,请问怎么知道是否拒绝原假设?
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of wage
chi2(1) = 10.80
Prob > chi2 = 0.0010
又如:在进行怀特检验时,出现如下结果,请问怎么知道是否拒绝原假设?
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(26) = 37.88
Prob > chi2 = 0.0621
Cameron & Trivedi's decomposition of IM-test
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Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 37.88 26 0.0621
Skewness | 18.43 6 0.0053
Kurtosis | 5.42 1 0.0199
---------------------+-----------------------------
Total | 61.72 33 0.0018
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谢谢大家!