estat imtest,white
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(206) = 322.34
Prob > chi2 = 0.0000
Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 322.34 206 0.0000
Skewness | 24.73 21 0.2588
Kurtosis | 7.76 1 0.0053
---------------------+-----------------------------
Total | 354.84 228 0.0000
---------------------------------------------------
异方差检验,得到如上结果,是什么情况呢?这样检验对吗?该如何解决?