南冰 发表于 2012-11-18 16:32 
和以前的检验一样吧
请问,但是我还用的怀特检验,出来的结果是这样的??加权最小二乘估计我权术直接用的1/abs(resid),可以吗?
Heteroskedasticity Test: White
Obs*R-squared -267.2255 Prob. Chi-Square(3) NA
Scaled explained SS -1.27E-31 Prob. Chi-Square(3) NA
Test Equation:
Dependent Variable: WGT_RESID^2
Method: Least Squares
Date: 04/26/15 Time: 17:05
Sample: 1993 2013
Included observations: 21
Variable Coefficient Std. Error t-Statistic Prob.
C 5120.694 5.48E-13 9.35E+15 0.0000
WGT^2 -9.32E-13 7.40E-12 -0.125850 0.9013
X1^2*WGT^2 5.17E-20 1.49E-19 0.346584 0.7332
X1*WGT^2 0.000000 2.38E-15 0.000000 1.0000
R-squared -12.725024 Mean dependent var 5120.694
Adjusted R-squared -15.147087 S.D. dependent var 5.47E-13
S.E. of regression 2.20E-12 Sum squared resid 8.22E-23
Durbin-Watson stat 1.130752