Question: 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.

The result for the White test is shown below. Is there enough

. 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 . 0000

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!