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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
3 i* A" V+ y! E( N5 r" x* Z5 `Scatter plot of the standardised residuals on the standardised predicted values (ZRESID as  the Y variable, and ZPRED as the X variable& C! c( y7 k- y
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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。9 P) ?3 k0 U' h1 P* Z# w
2. 用统计检验
9 y- B+ R4 H* [7 C2 _2 Y2 d5 J& j7 MHeteroscedasticity——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! Y" ?# Y$ R( }# N6 i  w) i
Goldfeld-Quandt Test2 }1 Z0 \4 X! X1 O; T: t% b
Breusch-Pagan Test* d' `' o! o% H( E7 o  o9 M
White‘s Test （比较常用来检验异方差）, i5 @& t4 [! L' o0 `
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)  
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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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2 L7 V8 e3 S6 k- w* G6 E请参考：regression_explained_SPSS regression_explained_SPSS.doc (368 KB, 下载次数: 0)
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