Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: whitetst


From   andi_10@gmx.net
To   statalist@hsphsun2.harvard.edu
Subject   st: whitetst
Date   Sat, 16 Nov 2002 17:04:55 +0100

I made for my data a "hettest" and a "whitetst" to control for heteroskedasticity. While the hettest affirm heteroskedasticity (Prob > chi2 = 0.0185) the whitetst assigns a p-Value of .6381. What does this mean? Is my sample heteroskedastic or homoskedastic? What's the null hypothesis of whitetst? If the null hypothesis is homoskedasticity there is a contradiction in the two test results, isn't it? What's the explanation for this?
Thank you for your help!
Andreas


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index