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
5 {% l$ F# Q3 UScatter 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
3 L. w8 ]% X/ L/ g. ?( }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

- G( N7 k8 t0 [. F
( W2 R5 O# c3 u9 P0 W! }
: L; D6 T* v; q/ \Levene’s Test
/ _9 N+ r) X0 ~8 s/ GGoldfeld-Quandt Test
7 ^* I7 |4 i: S2 ~1 A: }' XBreusch-Pagan Test
White‘s Test （比较常用来检验异方差）
9 z0 i: }4 P/ ~) k( E/ H1 c

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)

# n2 R( e* C( O, |' g9 ?8 N  F$ h1 u! s

. i, M0 ]+ ?4 o) }. S* Y# r

4 n( C4 K# {* L) o! |
6 I& C4 v8 b7 z9 U/ W/ Z

White’s Test

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

. ~. q  {1 Q4 R. D# |6 i+ M

·        Compare this value with c2 (n), i.e.with  c2 (2016)  
3 k4 {' N) V1 q4 b0 h% y  v; E4 A(c2  is the symbol for theChi-Square distribution)

, a- `  c; {% u- g! [+ C3 }/ O6 F

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

' a" z* r) _; n& [
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