Dear Statalist-Readers,
I have a very simple question concerning tests in STATA. I run a regression
and afterwards I did a test for heteroskedasticity.
. hettest
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of yvar
chi2(1) = 25.56
Prob > chi2 = 0.0000
I am (very often) confused, what the probability (here 0.0000) means. Does
it mean that the Ho can not be rejected on a 5 percent level?
Many thanks,
Stephan
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