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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
: U5 Z' X+ \2 q/ Q& W- G: FScatter plot of the standardised residuals on the standardised predicted values (ZRESID as  the Y variable, and ZPRED as the X variable# X7 i& ~7 [2 U% V, _' Q+ T8 _! h, U

; l( d) z6 p& J* `2 F6 K0 m' ^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 h2 A! @9 x8 F0 ~: d6 d2. 用统计检验
# b2 m2 Z8 |. S2 X$ R. q0 i9 PHeteroscedasticity——Testing and Correcting in SPSS.pdf Gwilym Pryce March 2002.doc (172.5 KB, 下载次数: 4)
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Levene’s Test. m8 {& p7 A* Q# l4 F( O5 y
Goldfeld-Quandt Test
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White‘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)  ) u4 o/ w/ W, d
(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) 0 C" N  }. e9 u5 {! B1 q




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