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
# C( Z) H+ ]" c! R" A$ o8 Z& O9 g0 lScatter plot of the standardised residuals on the standardised predicted values (ZRESID as  the Y variable, and ZPRED as the X variable

5 Q  n- L) P" L: b4 P. _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。
! E% @. {8 y2 e( ^+ }0 _  W: Y; N2. 用统计检验
. _9 H$ L* E) E8 {0 dHeteroscedasticity——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

Levene’s Test
4 k. i2 ~1 O1 r* z0 t: M+ rGoldfeld-Quandt Test
6 z, C8 S9 n  _" i0 D# F* xBreusch-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)

. v$ ^2 L0 r% O0 @

- e& O6 A. w5 V1 m# ^) F. T

White’s Test

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

7 Q) C, n( {) d% G1 Q+ r1 G; d+ d8 d

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

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

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