het_white() missing 1 required positional argument: 'exog'
时间: 2023-10-24 09:09:06 浏览: 123
`het_white()` is a function from the statsmodels library that tests for heteroscedasticity in a linear regression model. The function takes two arguments, `endog` and `exog`, where `endog` is the dependent variable and `exog` is a matrix of explanatory variables.
The error message you are seeing suggests that you are missing the `exog` argument when calling the `het_white()` function. You need to provide a matrix of explanatory variables as the second argument to the function. Here's an example of how to use the function:
``` python
import statsmodels.api as sm
# Load the data
data = sm.datasets.stackloss.load()
# Define the dependent and explanatory variables
y = data.endog
X = data.exog
# Fit a linear regression model
model = sm.OLS(y, X).fit()
# Test for heteroscedasticity
test_results = sm.stats.diagnostic.het_white(model.resid, X)
```
In this example, we first load a dataset of stack loss measurements and define the dependent variable `y` and explanatory variables `X`. We then fit a linear regression model using `sm.OLS()` and test for heteroscedasticity using `sm.stats.diagnostic.het_white()`, passing in the residuals from the model and the explanatory variables `X` as arguments.
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