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st: Hetero explanation


From   "Joanne Marshall" <[email protected]>
To   [email protected]
Subject   st: Hetero explanation
Date   Tue, 16 Jan 2007 18:29:30 +0000

Dear fellow,

While trying the BP test, I get the following,

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of lwage

chi2(1) = 4.23
Prob > chi2 = 0.0112

Ho- varicane of residuals are homo
H1-hetero present

is this homo or hetero? 0.0112 is very small p value so i am thinking accepting Ho and that this is homo. but how can we define the size of p value? do we compare it with 0.05 again?

Cheers
Jo

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