计量经济学消除异方差实验报告.doc

计量经济学消除异方差实验报告
姓名：赵国伟 班级：市场营销三班 学号：
：Y=kX+c
Dependent Variable: Y
Method: Least Squares
Date: 11/13/12 Time: 19:26
Sample: 1 20
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.  
C


1.

X
0.
0.


R-squared
0.
    Mean dependent var

Adjusted R-squared
0.
    . dependent var

. of regression

    Akaike info criterion

Sum squared resid
.0
    Schwarz criterion

Log likelihood
-
    Hannan-Quinn criter.

F-statistic

    Durbin-Watson stat
1.
Prob(F-statistic)
0.
由软件普通最小二乘法统计结果如下：
Y=+
R^2=0. F= RSS=.0
已知如果存在异方差性时由X引起的。 首先采用怀特检验结果如下：
Heteroskedasticity Test: White
F-statistic

    Prob. F(1,18)

Obs*R-squared

    Prob. Chi-Square(1)

Scaled explained SS
5.
    Prob. Chi-Square(1)

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/13/12 Time: 19:39
Sample: 1 20
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.