Test | Test statistics | p value |
---|---|---|
Autocorrelation test | ||
Wooldridge F test | 4.4395 | 0.05360 |
Wooldridge LM test | 12.7051 | 0.0004 |
Heteroscedasticity | ||
Lagrange multiplier LM test | 8488.7096 | 0.000 |
Likelihood ratio LR test | 27.2562 | 0.0178 |
Wald test | 4.06e+04 | 0.000 |
Endogeneity test | 0.638 | 0.4243 |