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标题: 利用spss进行异方差检验的方法，望借鉴 [打印本页]
作者: 馨冉回忆    时间: 2013-10-13 16:12
标题: 利用spss进行异方差检验的方法，望借鉴
1. 用图表检验Analyze -> regression -> Linear-> Plots
; z( A" F; E# u; h+ [+ dScatter plot of the standardised residuals on the standardised predicted values (ZRESID as  the Y variable, and ZPRED as the X variable
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. z% K0 m' t9 Q; M5 \& g# R; C  i如果图表显示有可能存在异方差，需要用统计检验来进一步检测异方差是否确实存在。8 E9 E: P; l0 }3 C% h5 H
2. 用统计检验9 {7 T5 P' H4 g
Heteroscedasticity——Testing and Correcting in SPSS.pdf Gwilym Pryce March 2002.doc (172.5 KB, 下载次数: 4)
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6 o; F) `2 t8 E, A2 o1 F( \Levene’s Test0 u: m! d5 s6 x8 ^0 ~
Goldfeld-Quandt Test
% k$ a8 l7 N/ u* o# bBreusch-Pagan Test
/ R2 p# }6 o' v  \# tWhite‘s Test （比较常用来检验异方差）
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Assume you want to run a regression of wage on age, work experience,education, gender, and a dummy for sectorofemployment (whether employed in the public sector).
wage = function(age, workexperience, education, gender, sector)
or, as your textbook will have it,
wage = b1 + b2*age + b3*work experience+ b4*education + b5*gender + b6*sector
The White’s test is usually used as a test for heteroskedasticity.  In this test, a regression of the squares ofthe residuals is run on the variables suspected of causing theheteroskedasticity, their squares, and cross products.
(residuals)2 = b0 + b1 educ + b2 work_ex+ b3 (educ)2  + b4 (work_ex)2 + b5(educ*work_ex)
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White’s Test
·        Calculate n*R2                            à              R2  = 0.037, n=2016           à    Thus, n*R2 = .037*2016 = 74.6.

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·        Compare this value with c2 (n), i.e.with  c2 (2016)  1 a3 _! ^* y6 c
(c2  is the symbol for theChi-Square distribution)

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c2 (2016) = 124obtained from c2 table.            (For 955 confidence)              As n*R2  < c2 ,heteroskedasticity can not be confirmed.

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请参考：regression_explained_SPSS regression_explained_SPSS.doc (368 KB, 下载次数: 0) ( P. p1 @' D9 S1 e) g  T




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