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White's Heteroskedasticity Test Results

The document presents the results of White's test for heteroskedasticity using OLS with 30 observations. The analysis shows that none of the coefficients are statistically significant, with p-values all exceeding 0.05. The unadjusted R-squared is 0.141564, and the test statistic indicates no evidence of heteroskedasticity with a p-value of 0.514442.

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113 views1 page

White's Heteroskedasticity Test Results

The document presents the results of White's test for heteroskedasticity using OLS with 30 observations. The analysis shows that none of the coefficients are statistically significant, with p-values all exceeding 0.05. The unadjusted R-squared is 0.141564, and the test statistic indicates no evidence of heteroskedasticity with a p-value of 0.514442.

Uploaded by

shaziadurrani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd

White's test for heteroskedasticity

OLS, using 30 observations


Dependent variable: uhat^2
coefficient
std. error
t-ratio
p-value
-----------------------------------------------------------const
-1.12133e+021 7.03806e+022 -0.01593 0.9874
v2
3.80739e+020 2.61869e+021
0.1454
0.8856
v3
6.63455e+020 3.47481e+021
0.1909
0.8502
sq_v2
-5.77857e+017 2.25327e+019 -0.02565 0.9798
X2_X3
-2.92809e+019 7.39318e+019 -0.3961
0.6956
sq_v3
-1.53477e+020 1.60686e+020 -0.9551
0.3490
Unadjusted R-squared = 0.141564
Test statistic: TR^2 = 4.246910,
with p-value = P(Chi-square(5) > 4.246910) = 0.514442

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