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
Scatter 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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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
3 Q5 s+ R3 u0 j  C2 y4 Q! c" D  I, pHeteroscedasticity——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

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" r, D6 f( m+ g0 z2 f( }Levene’s Test
Goldfeld-Quandt Test
Breusch-Pagan Test
White‘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)

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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)  
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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)

2013-10-13 16:12 上传

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