多元线性回归模型中的异方差性问题

Some problems on heteroscedasticity in multi-linear regression models

对计量经济学模型中应用最为普遍的线性回归模型进行了一些分析.指出模型的基本假设中"同方差性"不能满足,即出现了异方差性问题时,会出现哪些后果,应如何对模型作出调查,并介绍了目前使用较多的检验"异方差性"的方法.最后建立了我国消费函数模型.

Made some analysis on the widely-used multi-linear regression models in econometrics and found out in these models, the basic hypothesis of homosced-asticity cannot be met, resulting in some problems of heteroscdasticity, what are the possible consequences? What kind of adaptation should be taken? Introduced some methods to examine heteroscdasticity and set up some models for consuming function in China.