hettest 与estat hettest, iid的区别,判断异方差以及使用WLS消除异方差后都可以使用吗?这两个指令的结果为什么是相反的呢?哪个与怀特检验是一致的?
. hettest
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of opinc1a_w
chi2(1) = 31.49
Prob > chi2 = 0.0000
. estat hettest, iid
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of opinc1a_w
chi2(1) = 1.26
Prob > chi2 = 0.2612