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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" `0 V# A* H1 A, `( N* g  O
Scatter plot of the standardised residuals on the standardised predicted values (ZRESID as  the Y variable, and ZPRED as the X variable  X$ I  }4 V7 G( g* ^& s$ ]! y4 G

# B' u  N% G+ t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。
' S3 d2 l9 E! U1 U- S2. 用统计检验% U6 ^( K7 t8 b0 ~: t% o; w
Heteroscedasticity——Testing and Correcting in SPSS.pdf Gwilym Pryce March 2002.doc (172.5 KB, 下载次数: 4) $ a6 i+ o9 ~( q
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$ }7 j. [, r- G5 r( PLevene’s Test
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White‘s Test （比较常用来检验异方差）, t, J2 [  _) G& h! e2 R
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)  
( K$ a! E4 K  Y9 g(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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( k. K* c0 [# I  o( z: C+ L请参考：regression_explained_SPSS regression_explained_SPSS.doc (368 KB, 下载次数: 0)
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