连老师您好:
我通过STATA做了异方差的检验,通过怀特检验和Breusch-Pagan 检验两个方法进行验证
其中怀特检验结果如下:
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(17) = 18.91
Prob > chi2 = 0.3340
Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 18.91 17 0.3340
Skewness | 12.66 8 0.1243
Kurtosis | 3.50 1 0.0615
---------------------+-----------------------------
Total | 35.06 26 0.1104
---------------------------------------------------
同时,Breusch-Pagan 检验结果如下:
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of MIS
chi2(1) = 7.18
Prob > chi2 = 0.0074
问题是这样的,从p值来看,这两个结果是否一个提示存在异方差,一个提示不存在异方差呢?为什么会有矛盾呢?
希望老师能够指点
祝老师一切顺利:)