求问为什么BP显示有异方差,而white显示没有?多谢各位老师!!
estat hettest
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of lnup
chi2(1) = 97.69
Prob > chi2 = 0.0000
estat imtest, white
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity