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

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。
1 Z6 s2 I, b9 ]  H( Y# H6 w3 K# e2. 用统计检验
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

: O# M7 R' G, r# u/ O, N) C

7 g$ c. Z0 K2 U' `/ Q8 C/ PLevene’s Test
: J) A4 p+ O7 X( M4 ~Goldfeld-Quandt Test
. y( E) n+ h5 HBreusch-Pagan Test
White‘s Test （比较常用来检验异方差）
8 J. T+ c; S/ K8 m- H

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)

White’s Test

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

1 m: i8 a, j& C

·        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.

3 I% M* j4 @! L3 L+ R) E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