异方差性概念类型后果检验及其修正方法含案例.pptVIP

异方差性概念类型后果检验及其修正方法含案例 手工加权的回归结果 其中，E=abs(resid)，LNYE=LNY/E，CE=1/E，LNX1E=LNX1/E，LNX2E=LNX2/E Dependent Variable: LNYE Method: Least Squares Date: 05/02/11 Time: 19:18 Sample: 1 31 Included observations: 31 Variable Coefficient Std. Error t-Statistic Prob. CE 3.326576 0.173572 19.16543 0.0000 LNX1E 0.150945 0.024819 6.081832 0.0000 LNX2E 0.467864 0.009782 47.83095 0.0000 R-squared 0.999984 Mean dependent var 188.5956 Adjusted R-squared 0.999983 S.D. dependent var 245.8904 S.E. of regression 1.014851 Akaike info criterion 2.959126 Sum squared resid 28.83782 Schwarz criterion 3