在stata中如何看White检验的结果
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(14) = 26.37
Prob > chi2 = 0.0232
Cameron & Trivedi's decomposition of IM-test
Source chi2 df p
Heteroskedasticity 26.37 14 0.0232
Skewness 1.35 4 0.8521
Kurtosis 4.28 1 0.0385
Total 32.00 19 0.0312