請問一下應怎麼判斷所求的B~χ2(df=1)的假設是拒絕還是保留?
是不是在 excel 輸入 CHIDIST function: =chidist(B,1) <--這就是p_value
再判斷此值是不是大於0.05
若大於0.05 則保留 Ho的假設 變異數同質??
因為看到下面的文字不太懂它的意思的 麻煩幫我看一下 謝謝
Calculate the Breusch-Pagan test score, B ~ χ2(1) .
In this case, B = 0.4403.
Get the p-value associated to the χ2 you just computed (with one degree of
freedom).
In Excel, you can use the CHIDIST function: =chidist(0.4403,1)=0.5070
You will obtain a p-value of 0.5070, so we cannot reject the null hypothesis.
In the Breusch-Pagan test the null is homoskedasticity.
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