收藏了!!!
想问一下
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(27) = 20.25
Prob > chi2 = 0.8200
Cameron & Trivedi's decomposition of IM-test
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Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 20.25 27 0.8200
Skewness | 38.99 6 0.0000
Kurtosis | 1.70 1 0.1925
---------------------+-----------------------------
Total | 60.94 34 0.0031
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这个情况是啥意思...
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