我用LR:但是不知道如何判断是否存在异方差?. xtgls y lngdp1995 lnc lninv lnope lnrd lnedu , igls panels(heteroskedastic)
Iteration 1: tolerance = .00246123
Iteration 2: tolerance = .00345955
Iteration 3: tolerance = .0022008
Iteration 4: tolerance = .00124302
Iteration 5: tolerance = .00071334
Iteration 6: tolerance = .00042259
Iteration 7: tolerance = .00025692
Iteration 8: tolerance = .00015898
Iteration 9: tolerance = .0000995
Iteration 10: tolerance = .00006273
Iteration 11: tolerance = .00003972
Iteration 12: tolerance = .00002522
Iteration 13: tolerance = .00001604
Iteration 14: tolerance = .00001022
Iteration 15: tolerance = 6.510e-06
Iteration 16: tolerance = 4.150e-06
Iteration 17: tolerance = 2.646e-06
Iteration 18: tolerance = 1.688e-06
Iteration 19: tolerance = 1.077e-06
Iteration 20: tolerance = 6.868e-07
Iteration 21: tolerance = 4.382e-07
Iteration 22: tolerance = 2.795e-07
Iteration 23: tolerance = 1.783e-07
Iteration 24: tolerance = 1.138e-07
Iteration 25: tolerance = 7.260e-08
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: no autocorrelation
Estimated covariances = 26 Number of obs = 304
Estimated autocorrelations = 0 Number of groups = 26
Estimated coefficients = 7 Obs per group: min = 7
avg = 11.69231
max = 12
Wald chi2(6) = 239.18
Log likelihood = 441.0934 Prob > chi2 = 0.0000
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y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lngdp1995 | -.0020196 .0023135 -0.87 0.383 -.0065539 .0025148
lnc | .0038508 .0015702 2.45 0.014 .0007733 .0069283
lninv | .0449016 .0038554 11.65 0.000 .0373452 .052458
lnope | -.0036357 .0038518 -0.94 0.345 -.0111851 .0039137
lnrd | -.0095326 .0031956 -2.98 0.003 -.0157958 -.0032694
lnedu | -.0163114 .0085901 -1.90 0.058 -.0331477 .0005249
_cons | 1.205239 .0645752 18.66 0.000 1.078673 1.331804
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. estimates store hetero
谢谢!