Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of price chi2 (1) Prob > chi2 O d. = The parameter estimates are biased. = Oa We have homoskedasticity Ob The OLS standard errors are incorrect. Owe fail to reject the null hypothesis so we have heteroskedasticity. 20.55 0.0000
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of price chi2 (1) Prob > chi2 O d. = The parameter estimates are biased. = Oa We have homoskedasticity Ob The OLS standard errors are incorrect. Owe fail to reject the null hypothesis so we have heteroskedasticity. 20.55 0.0000
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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