④当w3=1/sqr(x)时，用软件分析得： Dependent Variable: Y Method: Least Squares Date: 12/26/15 Time: 07:34 Sample: 1 34 Included observations: 34 Weighting series: W3
Variable Coefficient Std. Error t-Statistic X 0.744661 0.019825 37.56252 P 0.451861 0.179971 2.510739 C -13.49643 25.37768 -0.531823 Weighted Statistics R-squared 0.989356 Mean dependent var
Adjusted R-squared 0.988670 S.D. dependent var S.E. of regression 73.35237 Akaike info criterion Sum squared resid 166797.7 Schwarz criterion Log likelihood -192.7129 Hannan-Quinn criter. F-statistic 1440.783 Durbin-Watson stat Prob(F-statistic) 0.000000
Unweighted Statistics R-squared 0.979407 Mean dependent var
Adjusted R-squared 0.978079 S.D. dependent var S.E. of regression 176.0098 Sum squared resid Durbin-Watson stat 1.761225
所得模型为：
Y=0.744661X+0.451861p-13.49643
Prob. 0.0000 0.0175 0.5986 776.3266 367.3152 11.51252 11.64720 11.55845 1.599590
1295.802 1188.791 960362.6
对所得模型进行White检验得： Heteroskedasticity Test: White
F-statistic 4.459272 Prob. F(5,28) 0.0041
Obs*R-squared 15.07219 Prob. Chi-Square(5) 0.0101 Scaled explained SS 72.39077 Prob. Chi-Square(5) 0.0000
Test Equation: Dependent Variable: WGT_RESID^2 Method: Least Squares Date: 12/26/15 Time: 07:43 Sample: 1 34 Included observations: 34 Collinear test regressors dropped from specification
Variable Coefficient Std. Error t-Statistic Prob. C 61163.22 27531.93 2.221538 0.0346 WGT^2 28251.98 17350.39 1.628320 0.1147 X^2*WGT^2 -0