Goldfeld quandt test stata manual

Der Goldfeld-Quandt-Test wird verwendet, um festzustellen, ob in einem Regressionsmodell Heteroskedastizitat vorliegt. Heteroskedastizitat bezieht sich auf die ungleiche Streuung von Residuen auf verschiedenen Ebenen einer Antwortvariablen in einem Regressionsmodell. goldfeld-quandt het_gq_greater = dict(statistic=13.20512768685082, df1=99, df2=98 Project: statsmodels Source File: test_diagnostic.py. tests. gq = smsdia.het_goldfeldquandt(endogg, exogg, split=0.5). compare_t_est(gq, het_gq_greater, decimal=(14, 14)). In statistics, the Goldfeld-Quandt test checks for homoscedasticity in regression analyses. It does this by dividing a dataset into two parts or groups, and hence the test is sometimes called a two-group test. The Goldfeld-Quandt test is one of two tests proposed in a 1965 paper by Stephen Goldfeld STATA CHEAT LIST Directories (like unix) Opening data Save data View data Edit data Logging Regression Heteroskedasticity Feasible GLS ?i2 = exp(a1+a2z2i++apzpi) Statistical Tests Elasticity Goodness of Fit Heteroskedasticity Goldfeld-Quandt Test Graphs Do files Functions (Programs). F Tests in Stata - YouTube Stata comes with data from the 1980 U.S. Census, and the documentation for the kwallis command works through an example to test whether Criticism of the LM tests 133 The Goldfeld-Quandt test 133 White's test 135 Computer example: heteroskedasticity tests 137 The Goldfeld Quandt Test. FILE INFORMATION. Ranked as 37792 on our all-time top downloads list with 460 downloads. Goldfeld Quandt Test. Description. This is test of unequal variances common in econometrics. Goldfeld-Quandt test. The Goldfeld-Quandt test is a procedure for testing the heteroscedasticity of random errors in a regression model, used when there is reason to believe that the standard deviation of errors may be proportional to some variable.