stata怀特检验和DW检验结果分析
以下三个结果应该怎么分析啊?求大神解答,如果能说下方法就更感谢了!!跪谢!!
White'stestforHo:homoskedasticity
againstHa:unrestrictedheteroskedasticity
chi2(5)=7.21
Prob>chi2=0.2053
Cameron&Trivedi'sdecompositionofIM-test
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Source|chi2dfp
---------------------+-----------------------------
Heteroskedasticity|7.2150.2053
Skewness|0.3520.8390
Kurtosis|1.0710.3021
---------------------+-----------------------------
Total|8.6380.3746
Durbin-Watsond-statistic(3,10)=2.148629
White'stestforHo:homoskedasticity
againstHa:unrestrictedheteroskedasticity
chi2(5)=19.39
Prob>chi2=0.0016
Cameron&Trivedi'sdecompositionofIM-test
---------------------------------------------------
Source|chi2dfp
---------------------+-----------------------------
Heteroskedasticity|19.3950.0016
Skewness|13.0120.0015
Kurtosis|1.3510.2459
---------------------+-----------------------------
Total|33.7480.0000