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The result for the White test is shown below. Is there enough evidence to conclude that the related equation suffers from a problem of heteroscedasticity?
The result for the White test is shown below. Is there enough evidence to conclude that the related equation suffers from a problem of heteroscedasticity? Explain.
. estat imtest, white White's test HO: Homoskedasticity Ha: Unrestricted heteroskedasticity chi2 (13) = 39.09 Prob > chi2 = 0. 0002 Cameron & Trivedi's decomposition of IM-test Source | chi2 df P Heteroskedasticity - 39 . 09 13 0 . 0002 Skewness - 17 . 21 5 0 . 0041 Kurtosis | 0. 37 1 0 . 5437 Total | 56. 67 19 0 . 0000Step by Step Solution
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