The probability printed to the right of the nR2 value in the EViews output for White’s heteroskedasticity test (i.In order to assess the presence of heteroskedasticity in the model stating the impact of job control, work pressure, and control requirements on the Emotional exhaustion level initially the normality of the dataset is tested.I am running a regression in E-views with cross-section data for a sample of 314 companies to check the factors that affect the abnormal return in the M&A deals.
Why do we use White test? White’s test is used to test for heteroscedastic (“differently dispersed”) errors in regression analysis. R 2 is the coefficient of determination based on a possible linear regression. Bartlett’s test is used to test if variances across samples is equal. One must use a macro that can be obtained by copying and pasting the Heteroscedasticity Tests. You will also find attached outputs for cross-section and period tests. For sales information please email 2) 2 EViews enters 2 lags by default (i.
Carries out White’s multivariate test for heteroskedasticity of the residuals of the specified Var object. I'm working on my dissertation and I'm using Eviews Student Version 6. EViews lets you employ a number of different heteroskedasticity tests, or to use our custom test wizard to test for departures from heteroskedasticity using a combination of methods.
How to test for heteroskedasticity eviews Shapiro-Wilk test can be performed in SPSS and Stata.