> Dear Statalist-Readers,
>
> I have a very simple question concerning tests in STATA. I
> run a regression
> and afterwards I did a test for heteroskedasticity.
>
> . hettest
>
> Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
> Ho: Constant variance
> Variables: fitted values of yvar
>
> chi2(1) = 25.56
> Prob > chi2 = 0.0000
>
> I am (very often) confused, what the probability (here
> 0.0000) means. Does
> it mean that the Ho can not be rejected on a 5 percent level?
Stata gives you not just a "significant" or "non-significant" as a result of
a statistical test but the probability of obtaining the given or a more
extreme result if the Ho is true.
So all you have to do is compare this probability to your (a-priori!) chosen
significance level:
0.0000 is smaller than 5% (0.05), 1% (0.01) or 0.1% (0.001).
So in this case you would reject Ho on any significance level.
Dr. Stefan Gawrich
Hesse Health State office
35683 Dillenburg
Germany
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