[问答] 是否存在异方差性？帮我看看吧 [推广有奖]

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huixiangyajiao 发表于 2015-3-27 19:59:45 |AI写论文

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============================================================================
Heteroskedasticity Test: White

F-statistic 1.450677       Prob. F(14,62) 0.1577
Obs*R-squared 18.99939       Prob. Chi-Square(14) 0.1650
Scaled explained SS 65.26928       Prob. Chi-Square(14) 0.0000

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/27/15 Time: 19:39
Sample: 1 77
Included observations: 77

Variable Coefficient Std. Error t-Statistic Prob.

C 13.20761 49.95224 0.264405 0.7923
CO 0.285887 1.638104 0.174523 0.8620
CO^2 0.003308 0.016944 0.195235 0.8458
CO*DIV 0.007071 0.014793 0.478005 0.6343
CO*QUIT -0.097895 0.084167 -1.163112 0.2492
CO*OCC -0.001827 0.005477 -0.333493 0.7399
DIV 0.128272 1.017321 0.126088 0.9001
DIV^2 0.003508 0.009065 0.387008 0.7001
DIV*QUIT -0.101125 0.079362 -1.274228 0.2073
DIV*OCC -0.006200 0.007251 -0.855012 0.3958
QUIT -5.083412 6.411067 -0.792912 0.4309
QUIT^2 0.781654 0.288292 2.711330 0.0087
QUIT*OCC 0.017702 0.025091 0.705509 0.4831
OCC 0.084915 0.291241 0.291561 0.7716
OCC^2 -1.40E-05 0.000600 -0.023267 0.9815

R-squared 0.246745       Mean dependent var 12.17178
Adjusted R-squared 0.076656       S.D. dependent var 34.34396
S.E. of regression 33.00139       Akaike info criterion 10.00392
Sum squared resid 67523.68       Schwarz criterion 10.46050
Log likelihood -370.1508       Hannan-Quinn criter. 10.18655
F-statistic 1.450677       Durbin-Watson stat 1.617714
Prob(F-statistic) 0.157653
===========================================================================

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 1.882615       Prob. F(4,72) 0.1228
Obs*R-squared 7.290861       Prob. Chi-Square(4) 0.1213
Scaled explained SS 25.04655       Prob. Chi-Square(4) 0.0000

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/27/15 Time: 19:59
Sample: 1 77
Included observations: 77

Variable Coefficient Std. Error t-Statistic Prob.

C 8.820908 15.05757 0.585812 0.5598
CO 0.363145 0.254413 1.427380 0.1578
DIV 0.022121 0.201194 0.109950 0.9128
QUIT -2.542087 1.153842 -2.203150 0.0308
OCC 0.006378 0.053585 0.119022 0.9056

R-squared 0.094687       Mean dependent var 12.17178
Adjusted R-squared 0.044391       S.D. dependent var 34.34396
S.E. of regression 33.57302       Akaike info criterion 9.928053
Sum squared resid 81154.63       Schwarz criterion 10.08025
Log likelihood -377.2301       Hannan-Quinn criter. 9.988930
F-statistic 1.882615       Durbin-Watson stat 1.585138
Prob(F-statistic) 0.122765