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Compare the Stata test output provided below with the test output in 37(a) above, and state the basis of (reason behind) the difference between
Compare the Stata test output provided below with the test output in 37(a) above, and state the basis of (reason behind) the difference between the two tests. estat imtest, white 168.06 43.25 White's test for Ho: against Ha: chi2 (9) Prob > chi 2 homoskedasticity unrestricted heteroskedasticity 168.06 Cameron & Trivedi 's decomposition of IMtest source Heteroskedasticity Skewnes s Kurtosis Total chi 2 -5030.56 -4819.25 df 9 3 1 13 o. 0000 o. 0000 1. 0000 1. 0000
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