White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(44) = 46.00
Prob > chi2 = 0.3895
Cameron & Trivedi's decomposition of IM-test
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Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 46.00 44 0.3895
Skewness | 18.33 8 0.0189
Kurtosis | 1.17 1 0.2793
---------------------+-----------------------------
Total | 65.50 53 0.1163
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我也不是特别懂。最后出来这么一个结果,不知道是不是存在异方差。
还有,这是小样本,如果存在异方差,就是小样本异方差的情况下,用什么方法进行回归比较合适?
拜托了。