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From | "Joanne Marshall" <jmarshall1982@hotmail.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: how to tell if there is heteroscedasticity, thanks! |
Date | Sat, 13 Jan 2007 19:16:17 +0000 |
thank you for your info, i will check out my econometrics book on error 1/2 test! and yes i finally manage to reply under the same thread!
From: Maarten buis <maartenbuis@yahoo.co.uk>_________________________________________________________________
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: how to tell if there is heteroscedasticity, thanks!
Date: Sat, 13 Jan 2007 19:00:46 +0000 (GMT)
--- Joanne Marshall <jmarshall1982@hotmail.co.uk> 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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