Dependent Variable: Y
Method: Robust Least Squares
Date: 06/23/16 Time: 16:28
Sample: 1 31
Included observations: 31
Method: M-estimation
M settings: weight=Bisquare, tuning=4.685, scale=MAD (median
centered)
Huber Type I Standard Errors & Covariance
Variable Coefficient Std. Error z-Statistic Prob.
C 12863.57 4135.634 3.110423 0.0019
X2 1856.081 338.9817 5.475462 0.0000
X3 -96.33418 38.96391 -2.472395 0.0134
X4 114.5623 27.36033 4.187167 0.0000
X5 0.429955 0.020190 21.29529 0.0000
Robust Statistics
R-squared 0.456067 Adjusted R-squared 0.372385
Rw-squared 0.969917 Adjust Rw-squared 0.969917
Akaike info criterion 56.94603 Schwarz criterion 68.76986
Deviance 29074152 Scale 750.6353
Rn-squared statistic 579.4310 Prob(Rn-squared stat.) 0.000000
Non-robust Statistics
Mean dependent var 14248.65 S.D. dependent var 4914.869
S.E. of regression 3088.249 Sum squared resid 2.48E+08
异方差robust回归结果,要怎么看呀,求指导~