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what's this mean in white Heteroskedasticity test?

Posted: Tue Mar 29, 2011 5:44 am
by tanghanpost
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!

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

Posted: Tue Mar 29, 2011 8:03 am
by EViews Gareth
The manual has a good description.

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

Posted: Fri Jun 03, 2011 9:53 am
by irulishka
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: