Table 13.
GLM regression diagnostics
| Test | DF | Value | Prob. |
|---|---|---|---|
| Multicollinearity: test on normality of errors | |||
| Jarque–Bera | 2 | 233,139.5728 | 0.00 |
| Heteroskedasticity (random coefficients) | |||
| Breusch–Pagan test | 3 | 2644.6462 | 0.00 |
| Koenker–Bassett test | 3 | 125.1991 | 0.00 |
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