请教各位老师同学,在logit模型中如何做异方差检验,有关书籍查到用LM检验,但是EVIEWS软件中,用logit模型,没有LM选项,如要做检验需要手工运算,但是程序似乎有问题。请问是否有其他办法解决?用SPSS或者其他软件是否能够解决?
如果出现异方差如何做修正?
急救急救!!!
楼主: ccoa
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请教Logit模型中如何做异方差检验?急!!! |
大专生 45%
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回帖推荐If there exists 异方差 based on a gender for example, this means the data is generated from two different distribution, hence the model will have two different regression lines.
The testing procedure will be ,
1) run a model without the gender
2) run a model with the gender but interacting with other co-variates.
3) compare the 2loglike value as (likelihood ration test)
In SAS you may ...
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