我用的怀特检验法得到了如下图的结果,不太懂到底有没有异方差?要是有怎么办?

我用的怀特检验法得到了如下图的结果,不太懂到底有没有异方差?要是有怎么办?
White Heteroskedasticity Test:x05x05x05x05
x05x05x05x05
F-statisticx0515.95796x05 Probabilityx05x050.000560
Obs*R-squaredx0510.41159x05 Probabilityx05x050.005485
x05x05x05x05
x05x05x05x05
Test Equation:x05x05x05x05
Dependent Variable:RESID^2x05x05x05x05
Method:Least Squaresx05x05x05x05
Date:06/23/13 Time:15:57x05x05x05x05
Sample:1 14x05x05x05x05
Included observations:14x05x05x05x05
x05x05x05x05
Variablex05Coefficientx05Std.Errorx05t-Statisticx05Prob.
x05x05x05x05
Cx051379419.x051207282.x051.142582x050.2775
X1x05-266.8774x05246.6078x05-1.082194x050.3023
X1^2x050.025276x050.009429x052.680614x050.0214
x05x05x05x05
R-squaredx050.743685x05 Mean dependent varx05x052683624.
Adjusted R-squaredx050.697082x05 S.D.dependent varx05x053916094.
S.E.of regressionx052155339.x05 Akaike info criterionx05x0532.19220
Sum squared residx055.11E+13x05 Schwarz criterionx05x0532.32914
Log likelihoodx05-222.3454x05 F-statisticx05x0515.95796
Durbin-Watson statx051.516151x05 Prob(F-statistic)x05x050.000560
雄军 1年前 已收到1个回答 举报

geimj 春芽

共回答了21个问题采纳率:81% 举报

你看F检验了 P值只有0.000560 那肯定是显著了 就是说有异方差 虽然t不是很显著但是联合起来的F是显著地
所以有异方差
办法很多啊
你可以取对数缩小数据的scale 从而减少异方差
或者做FGLS啊 feasible general least square
用Heteroskedasticity consistent 统计量啊

1年前

10
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