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st: how to tell if there is heteroscedasticity, thanks!
hi stata fellow,
i am trying to run a heteroskedasticity test for my regression here, using
command
estat imtest (IM TEST)
estat hettest ( BREUSCH PAGAN)
and have got the following result:
Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 167.27 155 0.2368
Skewness | 45.45 18 0.0004
Kurtosis | 9.72 1 0.0018
---------------------+-----------------------------
Total | 222.44 174 0.0077
---------------------------------------------------
.. estat hettest
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of wage
chi2(1) = 191.17
Prob > chi2 = 0.0000
with the above information, how can i tell if my model is hetero or not
then?
thanks.
regards
jo
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