what's this mean in white Heteroskedasticity test?
Posted: 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!
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!