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Re: st: how to tell if there is heteroscedasticity, thanks!


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: how to tell if there is heteroscedasticity, thanks!
Date   Sat, 13 Jan 2007 19:00:46 +0000 (GMT)

--- Joanne Marshall <[email protected]> wrote:
> do we look at the p values for the im test and bp test to determine
> hetero, and if we do, what p values are we looking for in order to
> determine that?

Yes, if the p-value is less then a pre-chosen value (typically .05, or
.10, or .01) we reject the null hypothesis (in this case: the errors
are homoscedastic). 
 
> and also how can we undertake the type 1 error 5% test, i think i
> have seen  this before, but never knew how to work it out!

What I have just said is such a test. It is too much to write a
detailed treaties on this subject here, especially since every intro
stats book will discuss it in detail.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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