White’s test for Ho: homoskedasticity against Ha: unrestricted heteroskedasticity chi2 (9) = 28.27 Prob > chi2 = 0.0009 Cameron & Trivedi’s decomposition of IM-test | |||
Source | chi2 | df | p |
Heteroskedasticity Skewness Kurtosis | 28.27 14.43 1.33 | 9 3 1 | 0.0009 0.0024 0.2494 |
Total | 44.02 | 13 | 0.0000 |