Test of heteroskedasticity
| Dependent variable | Test | Chi-sq value | Prob |
|---|---|---|---|
| ROA | Breusch–Pagan/Cook-Weisberg test | χ2 (1) = 117.44 | Prob > χ2 = 0.0000 |
| White's test | χ2 (54) = 77.59 | Prob> χ2 = 0.0194 | |
| ATR | Breusch–Pagan/Cook-Weisberg test | χ2 (1) = 61.69 | Prob > χ2 = 0.0000 |
| White's test | χ2 (54) = 154.15 | Prob> χ2 = 0.0000 |
| Dependent variable | Test | Chi-sq value | Prob |
|---|---|---|---|
| ROA | Breusch–Pagan/Cook-Weisberg test | Prob > | |
| White's test | Prob> | ||
| ATR | Breusch–Pagan/Cook-Weisberg test | Prob > | |
| White's test | Prob> |
Source(s): Authors' calculation
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