estat imtest,white
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(14) = 17.53
Prob > chi2 = 0.2291
Cameron & Trivedi's decomposition of IM-test
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Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 17.53 14 0.2291
Skewness | 5.01 4 0.2859
Kurtosis | 1.34 1 0.2473
---------------------+-----------------------------
Total | 23.88 19 0.2007
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用怀特检验异方差,H0的p值=0.2291,表示什么意思?
存在异方差吗?