做了一个怀特检验,题目问我对结果感到惊讶吗?有什么好惊讶的?
我真不知道有啥好惊讶的,痛苦死了
求指点
| Heteroskedasticity Test: White | |
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| F-statistic | 1.297691 | Prob. F(43,905) | 0.0979 |
| Obs*R-squared | 55.11535 | Prob. Chi-Square(43) | 0.1019 |
| Scaled explained SS | 12.25103 | Prob. Chi-Square(43) | 1.0000 |
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| Test Equation: | | | |
| Dependent Variable: RESID^2 | | |
| Method: Least Squares | | |
| Date: 09/20/11 Time: 19:34 | | |
| Sample: 1 949 | | | |
| Included observations: 949 | | |
| Collinear test regressors dropped from specification |
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| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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| C | 1.246023 | 1.203614 | 1.035234 | 0.3008 |
| AGE35_49 | 0.537220 | 0.293051 | 1.833197 | 0.0671 |
| AGE35_49*MALE | -0.549819 | 0.417085 | -1.318242 | 0.1878 |
| AGE35_49*EDUC | 0.001811 | 0.006769 | 0.267544 | 0.7891 |
| AGE35_49*LINC | -0.065354 | 0.040922 | -1.597051 | 0.1106 |
| AGE35_49*FALL | 0.005210 | 0.105330 | 0.049461 | 0.9606 |
| AGE35_49*WINTER | -0.079694 | 0.048761 | -1.634377 | 0.1025 |
| AGE35_49*SPRING | -0.053759 | 0.047771 | -1.125347 | 0.2607 |
| AGE50_ | -0.559415 | 0.338092 | -1.654623 | 0.0983 |
| AGE50_*MALE | 0.872179 | 0.483080 | 1.805455 | 0.0713 |
| AGE50_*EDUC | -0.008071 | 0.008359 | -0.965459 | 0.3346 |
| AGE50_*LINC | 0.093760 | 0.048224 | 1.944269 | 0.0522 |
| AGE50_*FALL | -0.098682 | 0.166741 | -0.591831 | 0.5541 |
| AGE50_*WINTER | -0.126552 | 0.057559 | -2.198639 | 0.0282 |
| AGE50_*SPRING | -0.063829 | 0.056619 | -1.127344 | 0.2599 |
| MALE | 0.044463 | 0.273439 | 0.162607 | 0.8709 |
| MALE*EDUC | -0.004390 | 0.006395 | -0.686381 | 0.4926 |
| MALE*LINC | 0.009870 | 0.037039 | 0.266489 | 0.7899 |
| MALE*FALL | -0.036561 | 0.090631 | -0.403409 | 0.6867 |
| MALE*WINTER | -0.053643 | 0.048484 | -1.106404 | 0.2688 |
| MALE*SPRING | -0.009109 | 0.045545 | -0.200005 | 0.8415 |
| EDUC | 0.011423 | 0.038822 | 0.294238 | 0.7686 |
| EDUC^2 | 0.000489 | 0.000641 | 0.762114 | 0.4462 |
| EDUC*LINC | -0.003806 | 0.005675 | -0.670722 | 0.5026 |
| EDUC*FALL | 0.006998 | 0.014365 | 0.487164 | 0.6263 |
| EDUC*WINTER | 0.013546 | 0.006699 | 2.021897 | 0.0435 |
| EDUC*SPRING | 0.008670 | 0.006454 | 1.343347 | 0.1795 |
| EDUC*(MALE*AGE35_49) | -0.004888 | 0.009316 | -0.524666 | 0.5999 |
| EDUC*(MALE*AGE50_) | 0.015795 | 0.012276 | 1.286741 | 0.1985 |
| LINC | -0.316079 | 0.315337 | -1.002354 | 0.3164 |
| LINC^2 | 0.025371 | 0.021629 | 1.173003 | 0.2411 |
| LINC*FALL | 0.049833 | 0.099605 | 0.500304 | 0.6170 |
| LINC*WINTER | -0.033354 | 0.039183 | -0.851229 | 0.3949 |
| LINC*SPRING | -0.017649 | 0.037992 | -0.464537 | 0.6424 |
| LINC*(MALE*AGE35_49) | 0.071781 | 0.056980 | 1.259762 | 0.2081 |
| LINC*(MALE*AGE50_) | -0.152013 | 0.067855 | -2.240258 | 0.0253 |
| FALL | -0.461472 | 0.722942 | -0.638326 | 0.5234 |
| FALL*(MALE*AGE35_49) | 0.013130 | 0.144912 | 0.090607 | 0.9278 |
| WINTER | 0.151834 | 0.276136 | 0.549852 | 0.5826 |
| WINTER*(MALE*AGE35_49) | 0.077812 | 0.074067 | 1.050557 | 0.2937 |
| WINTER*(MALE*AGE50_) | 0.120900 | 0.080702 | 1.498101 | 0.1345 |
| SPRING | 0.044896 | 0.267489 | 0.167844 | 0.8667 |
| SPRING*(MALE*AGE35_49) | 0.054400 | 0.071577 | 0.760010 | 0.4474 |
| SPRING*(MALE*AGE50_) | 0.095826 | 0.077450 | 1.237254 | 0.2163 |
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| R-squared | 0.058077 | Mean dependent var | 0.222863 |
| Adjusted R-squared | 0.013323 | S.D. dependent var | 0.150416 |
| S.E. of regression | 0.149411 | Akaike info criterion | -0.918979 |
| Sum squared resid | 20.20284 | Schwarz criterion | -0.693860 |
| Log likelihood | 480.0557 | Hannan-Quinn criter. | -0.833201 |
| F-statistic | 1.297691 | Durbin-Watson stat | 2.023590 |
| Prob(F-statistic) | 0.097882 | | | |
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