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经典线性回归模型的一个重要假设就是回归方程的随机扰动项,具有相同的方差,也称同方差性。但在大多数经济现象中,这种假设不一定成立,有时扰动项的方差随观察值的不同而变化,这就是异方差性。在经济研究中,异方差性的存在使得回归模型失效。本文以SPSS为分析工具,来研究回归模型中异方差性检验和消除。
An important assumption of the classical linear regression model is the stochastic perturbation of the regression equation, which has the same variance, also called the same variance. However, in most economic phenomena, this assumption does not necessarily hold, and sometimes the variance of the perturbation term varies with the observed value, which is the heteroscedasticity. In economic research, the existence of heteroscedasticity invalidates the regression model. In this paper, SPSS is used to analyze the heteroscedasticity test and elimination in the regression model.