针对回归,做的white检验如下
estat imtest ,white
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(26) = 26.38
Prob > chi2 = 0.4424
Cameron & Trivedi's decomposition of IM-test
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Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 26.38 26 0.4424
Skewness | 20.67 6 0.0021
Kurtosis | 6.49 1 0.0109
---------------------+-----------------------------
Total | 53.54 33 0.0133
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我的问题是单看最前面那个 Prob > chi2 = 0.4424,就可以了么,还是需要考虑后面的TOtal的结果?