python 怀特检验
时间: 2023-10-12 10:06:40 浏览: 189
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在Python中进行怀特检验,可以使用statsmodels库中的diagnostic.het_white()函数。下面是一个示例代码:
```python
import statsmodels.api as***
def white_test(residuals, exog):
result =***.stats.diagnostic.het_white(residuals, exog)
white_lm_statistic = result<span class="em">1</span><span class="em">2</span><span class="em">3</span>
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