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Testing for Heteroscedasticity

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In this video I recreate the analysis presented in Gujarati's text book "Econometrics by Example" second edition Chapter 5. I show how to test for heteroscedasticity in Microsoft Excel using the Breusch-Pagan Test and the Abridged White's Test. Students can follow my analysis and recreate the results presented in Gujarati's book.

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5 сен 2024

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Комментарии : 28

@GamzeninDunyas-th7hh 8 месяцев назад

I find so much relaxation in listening to this, thank you!

@gusmontano 8 лет назад

This is brilliantly explained. Thank you, Justin.

@jamalnuman 2 месяца назад

many thanks for the vedio -is the Heteroskedasticity residual square or variance? - what does Heteroskedasticity indicate for? - what if the plot of the predicted value VS the residual square has not specific pattern?

@ignacioleyton606 7 лет назад

Thanks Justin, you are really awesome,

@adityarazpokhrel7626 4 года назад

Thank you sir... very useful

@sajidhasan8385 6 лет назад

Nice video. thanks a lot justin.

@Morris91Music 9 лет назад

Cheers mate. Great help!

@george-lucianlacatus1320 3 года назад

Nice video. I want to ask how do you do remedial measures if the y values are negative? Thank you!!!

@dengbooming7210 9 лет назад

Help me a lot. Thanks

@TheIskrax 5 лет назад

Ok, thank you so much. I have like one day before i have to give this so i hope you reply asap. Why we can conclude that we have Heteroscedasticity in our model on 7:15? Thank you

@Dr_Shiny 5 лет назад

Sir, I need a suggestion. My 1st White's test -----------------------> Prob > F = 0.0704 , F(7, 648) = 1.88) 2nd White's test (as you did) -------> Prob > F = 0.1626 , F(2, 653) = 1.82 Should I accept that there is "Heteroscedasticity" ??? or not? Please guide me.

@MissOlgaLondon 8 лет назад

What when running the Breusch-Pagan test I got a significant F of 0.737746372?

@qureshiboy3122 7 лет назад

can you plz give the link for the data you have used.....

@tuxis 4 года назад

I think I found it here(Data Sets - Excel -> Table5_1): www.macmillanihe.com/companion/gujarati-econometrics-by-example-2e/learning-resources/Data-sets/