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  • Test

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    Kevin Candra
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    Hettest Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of lny chi2( 1) Prob > chi2. Vif Variable Mean VIF Generally, if the largest vif is greater than 10, or the vif mean is substantially greater than 1, then multicollinearity may be seriously point estimates.

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    Hettest Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of lny chi2( 1) Prob > chi2. Vif Variable Mean VIF Generally, if the largest vif is greater than 10, or the vif mean is substantially greater than 1, then multicollinearity may be seriously point estimates.

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    16 vues1 page

    Test

    Transféré par

    Kevin Candra
    Hettest Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of lny chi2( 1) Prob > chi2. Vif Variable Mean VIF Generally, if the largest vif is greater than 10, or the vif mean is substantially greater than 1, then multicollinearity may be seriously point estimates.

    Droits d'auteur :

    Attribution Non-Commercial (BY-NC)
    Téléchargez comme DOC, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    sur 1

    .

    reg lny lnx2 lnx3 lnx4 x5 x6

    Source SS df MS Number of obs = 23


    F( 5, 17) = 354.63
    Model .767395672 5 .153479134 Prob > F = 0.0000
    Residual .007357418 17 .000432789 R-squared = 0.9905
    Adj R-squared = 0.9877
    Total .77475309 22 .03521605 Root MSE = .0208

    lny Coef. Std. Err. t P>|t| [95% Conf. Interval]

    lnx2 .3758519 .0547851 6.86 0.000 .2602654 .4914384


    lnx3 -.4945782 .0837622 -5.90 0.000 -.671301 -.3178555
    lnx4 .3157967 .0922622 3.42 0.003 .1211406 .5104529
    x5 .0023621 .0006568 3.60 0.002 .0009764 .0037477
    x6 -.0042508 .0010741 -3.96 0.001 -.0065169 -.0019846
    _cons 1.781171 .304525 5.85 0.000 1.13868 2.423663

    . hettest

    Breusch-Pagan / Cook-Weisberg test for heteroskedasticity


    Ho: Constant variance
    Variables: fitted values of lny

    chi2( 1) = 0.06
    Prob > chi2 = 0.8101

    . vif

    Variable VIF 1/VIF

    x6 92.97 0.010757
    lnx4 62.45 0.016014
    x5 58.16 0.017195
    lnx2 49.58 0.020168
    lnx3 17.55 0.056987

    Mean VIF 56.14

    Generally, if the largest VIF is greater than 10, or the VIF mean is substantially

    greater than 1, then multicollinearity may be seriously


    influencing the Least Squares point estimates.

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