机构地区: 中山大学岭南学院
出 处: 《中山大学学报(自然科学版)》 1999年第2期10-13,共4页
摘 要: 针对回归分析中异方差问题,提出了新的F检验法和新的回归检验法,并与GoldfeldQuandt检验、White检验和Glejster检验作了比较和讨论.提出的新检验方法,先对回归残差作线性变换,然后再作检验,与通用检验法相比,检验的精确性大为提高. New methods with F test and with regression are put forward for heteroskedasticity. They are compared with Goldfeld Quandt test,White test and Glejster test. The new tests apply linear transform to the residuals first, then test them, resulting in higher accuracy, compared with the former ones.