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st: Test fitness and Results explanation
From
momo <[email protected]>
To
[email protected]
Subject
st: Test fitness and Results explanation
Date
Sat, 23 Oct 2010 11:05:02 -0700 (PDT)
Hi all,
I do a bivariate probit regression, and to test heteroscedasticity I used
linear regression and got the next results, so what do you think for the
procedure first and the second for the results, meanwhile the second test
with low chi2 and the first is high. And what about the significant p value
the work is on stata
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of nore
chi2(1) = 5897.97
Prob > chi2 = 0.0000
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of expo
chi2(1) = 6.54
Prob > chi2 = 0.0106
thanks in advanced
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