老师要求检验异方差 但是计量水平好差 做了WHITE检验 不知道是否存在异方差 求助高手～～～
F-statistic 0.692049     Probability  0.811293
Obs*R-squared 11.95209     Probability  0.803030
   
   
Test Equation:   
Dependent Variable: RESID^2   
Method: Least Squares   
Date: 08/18/10   Time: 22:09   
Sample: 1 399   
Included observations: 398   
   
Variable Coefficient Std. Error t-Statistic Prob.  
   
C 27.03447 24.01915 1.125538 0.2611
LNAUDIT -0.296195 2.856650 -0.103686 0.9175
LNAUDIT^2 0.013873 0.095955 0.144574 0.8851
LACCRUAL -0.909919 1.759902 -0.517028 0.6054
LACCRUAL^2 -0.047797 0.088457 -0.540348 0.5893
BIG_4 -0.114736 1.612223 -0.071167 0.9433
LNMVE -2.310220 1.725798 -1.338639 0.1815
LNMVE^2 0.052227 0.040001 1.305631 0.1925
LEVERAGE 2.091310 2.725822 0.767222 0.4434
LEVERAGE^2 -2.347216 2.157896 -1.087734 0.2774
MB -0.011329 0.024307 -0.466081 0.6414
MB^2 0.000104 0.000240 0.434584 0.6641
LITIGATION -0.324466 0.333644 -0.972493 0.3314
INST_HOLDING 3.175797 5.913145 0.537074 0.5915
INST_HOLDING^2 -2.789059 3.974898 -0.701668 0.4833
LOSS -0.068983 0.449248 -0.153553 0.8780
CFO -1.474167 5.481014 -0.268959 0.7881
CFO^2 4.744695 12.60436 0.376433 0.7068
   
R-squared 0.030030     Mean dependent var  1.083783
Adjusted R-squared -0.013363     S.D. dependent var  2.693860
S.E. of regression 2.711799     Akaike info criterion  4.877273
Sum squared resid 2794.465     Schwarz criterion  5.057565
Log likelihood -952.5774     F-statistic  0.692049
Durbin-Watson stat 2.024967     Prob(F-statistic)  0.811293