Null Hypothesis of test: H0 : σ21=σ22 Alternate Hypothesis of test: H1 : σ21≠σ22 In case the value of f test statistic > f test critical value then reject the null hypothesis Also Read: Related Articles Cosine rule Value of log1 to log 10 First Order Differential Equation Relatio...
A Statistical F Test uses an F Statistic to compare two variances, s1 and s2, by dividing them. The result is always a positive number (because variances are always positive). The equation for comparing two variances with the f-test is: F = s21 / s22...
White Heteroskedasticity Test: F-statistic1.0213370.378144 Probability Obs*R-squared2.1313890.344489 Probability 经检验异方差的表现有明显的降低O 5.10 剔除物价上涨因素后的回归结果如下: p = 36.66453+ 0.753946X 『= (3.516150) (22.43266) R2=0.959941 R2=0.958033 F=503.2243 其中Y代表实际消费支出,X代表实...
White Heteroskedasticity Test:\x05\x05\x05\x05\x05\x05\x05\x05F-statistic\x050.825786\x05 Probability\x05\x050.535864Obs*R-squared\x054.239092\x05 Probability\x05\x050.515531\x05\x05\x05\x05\x05\x05\x05\x05Test Equation:\x05\x05\x05\x05Dependent Variable:RESID^2\x05\x05\x...
statistic ismore flexiblefor testing a single hypothesis because it can be directly used to test ...
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Learn to define F-test and F-distribution. Discover the F-distribution formula and the graph and learn the F-test hypothesis and the number of degrees of freedom. Updated: 11/21/2023 Table of Contents What Is an F- Statistic? What Is an F-test? What is F-Distribution? F-Test ...
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White Heteroskedasticity Test: F-statistic 7.194463 Probability 0.003011 Obs*R-squared 10.52295 Probability 0.005188 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 05/19/12 Time: 14:41 Sample: 1 31 Included observations: 31 Variable Coefficient Std. Error t-Statistic Prob. ...
The statistic calculated is (19.1)χ2=df×s2σ2. This is a relatively simple test except for one aspect: The test statistic is distributed chi-square, which is not symmetric, so‘ a different table must be used for each tail. The alternate hypothesis H1 specifies the probability table(s)...