关于异方差的检验

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

<p>请问estat hettest ,rhs 和estat hettest 分别在什么情况下用？</p><p>如果结果相反怎么办？</p><p></p><p>谢谢！</p>

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：异方差 hettest estat ttest test

rhs specifies that tests for heteroskedasticity be performed for the right-hand-side  (explanatory) variables of the fitted regression model.  The rhs option may be combined with a varlist.

normal, the default, causes estat hettest to compute the original Breusch-Pagan/Cook-Weisberg test, which assumes that the regression disturbances are normally distributed.
iid causes estat hettest to compute the N*R2 version of the score test that drops thenormality assumption.


fstat causes estat hettest to compute the F-statistic version that drops the normality assumption.


mtest[(spec)] specifies that multiple testing be performed.  The argument specifies how  p-values are adjusted.