Hi Im trying to understand how to read for heteroskedasticit
Hi I\'m trying to understand how to read for heteroskedasticity. Which of these parts tells me we reject the null hypothesis that the variables are homoskedastic?
F-statistic 3.238316
Obs*R-squared 25.80402
Prob. F(8,4247) 0.0011
Prob. Chi-Square(8) 0.0011
Prob. Chi-Square(8) 0.0000
Solution
The F statistic and Obs*R-Squared values are greater than 0.05. Therefore for these parts the null hypothesis will be rejected.
