樓主: lucywitherspoon
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[其他] [求助]怎樣檢查自相關(guān)和多重共線性 |
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回帖推薦houquan 發(fā)表于2樓 查看完整內(nèi)容 1). 自相關(guān)AutocorrelationIterated GLS with autocorrelation does not produce the maximum likehood estimates, so we cannot use the likelihood-ratio test procedure, as with heteroskedasticity. However, Wooldridge (2002, 282–283) derives a simple test for autocorrelation in panel-data models. Drukker (2003) provides simulation results showing that the test has good size and power properties in reason ...
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