利用spss进行异方差检验的方法，望借鉴

馨冉回忆

1. 用图表检验Analyze -> regression -> Linear-> Plots
4 \+ a, W7 O* ^0 h6 P2 OScatter plot of the standardised residuals on the standardised predicted values (ZRESID as  the Y variable, and ZPRED as the X variable

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。
2. 用统计检验
5 o( T7 m5 ~9 f8 L$ |Heteroscedasticity——Testing and Correcting in SPSS.pdf Gwilym Pryce March 2002.doc (172.5 KB, 下载次数: 4)

2013-10-13 16:09 上传

点击文件名下载附件
下载积分: 体力 -2 点

/ T, F" j6 j9 @3 \, N, Y3 G8 N

Levene’s Test
* y1 z2 X1 T" p# y5 `, j6 F: y$ |+ oGoldfeld-Quandt Test
Breusch-Pagan Test
5 E7 P  y, U+ N8 |5 y( JWhite‘s Test （比较常用来检验异方差）

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)

# z& q! I/ {( W! q  a3 x( z! K  Y! X
4 S0 w- k! S4 R/ g, _) A

White’s Test

·        Calculate n*R2                            à              R2  = 0.037, n=2016           à    Thus, n*R2 = .037*2016 = 74.6.

·        Compare this value with c2 (n), i.e.with  c2 (2016)  
(c2  is the symbol for theChi-Square distribution)

- Z( d3 P8 a  {8 I$ f

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

* S) X. c* D& Z5 x
: ]  N& P: Z) R2 |$ p6 z请参考：regression_explained_SPSS regression_explained_SPSS.doc (368 KB, 下载次数: 0)

2013-10-13 16:12 上传

点击文件名下载附件
下载积分: 体力 -2 点

0 \0 Z% T, ?/ F) z7 N6 \5 \* R