作者Tennew (流星)
看板NCCU06FMGRAD
标题[情报] 关於计量作业第一大题Lambda的部分
时间Tue Dec 12 23:25:13 2006
教授有版权,所以看了就好。
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以下是教授的回答:
Just pick the version which makes the test statistic greater than one.
We speculate the residuals follow certain rules, such as bigger the
variable "room", bigger the residuals. However, we are just trying to
find a pattern, if it goes the other way, say smaller the variable
"room", bigger the residuals, it's still a pattern of
heteroskedasticity. It doesn't matter which one is the case. As long
as either RSS2/RSS1 or RSS1/RSS2 is significant, we conclude the
existence of heteroskedasticity.
If you pick the version with RSS2/RSS1 < 1 (by default RSS1/RSS2 must
be greater than 1), then there's no chance your test stat can be
significant and you are not doing the right test. We just want to show
these two RSSs are different, it really doesn't matter which one is
bigger.
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