请问一下大家,做完white检验后,下方会有一个Cameron & Trivedi's decomposition of IM-test。比如:
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Source | chi2 df p
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Heteroskedasticity | 73.88 14 0.0000
Skewness | 22.79 4 0.0001
Kurtosis | 2.62 1 0.1055
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Total | 99.29 19 0.0000
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