what's this mean in white Heteroskedasticity test?

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tanghanpost
Posts: 27
Joined: Tue Dec 30, 2008 6:39 am

what's this mean in white Heteroskedasticity test?

Postby tanghanpost » Tue Mar 29, 2011 5:44 am

hi,
when i carry White Heteroskedasticity Test, the output was:


F-statistic 1.226441 Prob. F(2,60) 0.3006
Obs*R-squared 2.474371 Prob. Chi-Square(2) 0.2902
Scaled explained SS 5.064887 Prob. Chi-Square(2) 0.0795


i want to know what's this mean of " Scaled explained SS"

very thanks!
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: what's this mean in white Heteroskedasticity test?

Postby EViews Gareth » Tue Mar 29, 2011 8:03 am

The manual has a good description.
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irulishka
Posts: 45
Joined: Fri Jun 03, 2011 9:38 am

Re: what's this mean in white Heteroskedasticity test?

Postby irulishka » Fri Jun 03, 2011 9:53 am

Hello, i'm realy sorry, but i don't understand wath's mean Scaled explained SS. in manual is a formula 2sigma^4, wath is it? Please help me :oops: I need your help realy!!! :oops:
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