{"id":630,"date":"2023-07-29T06:57:39","date_gmt":"2023-07-29T06:57:39","guid":{"rendered":"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/"},"modified":"2023-07-29T06:57:39","modified_gmt":"2023-07-29T06:57:39","slug":"breusch-pagan-stata-testi","status":"publish","type":"post","link":"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/","title":{"rendered":"Stata'da breusch-pagan testi nas\u0131l yap\u0131l\u0131r?"},"content":{"rendered":"

<\/p>\n

\n

\u00c7oklu do\u011frusal regresyon,<\/a> birden fazla a\u00e7\u0131klay\u0131c\u0131 de\u011fi\u015fken ile bir yan\u0131t de\u011fi\u015fkeni aras\u0131ndaki ili\u015fkiyi anlamak i\u00e7in kullanabilece\u011fimiz bir y\u00f6ntemdir.<\/span><\/p>\n

Ne yaz\u0131k ki, regresyonda s\u0131kl\u0131kla ortaya \u00e7\u0131kan bir sorun , \u00f6l\u00e7\u00fclen de\u011ferler aral\u0131\u011f\u0131 boyunca art\u0131klar\u0131n varyans\u0131nda sistematik bir de\u011fi\u015fikli\u011fin oldu\u011fu, de\u011fi\u015fen<\/span> varyans<\/a> olarak bilinir<\/span> .<\/p>\n

Heteroskedasticity’nin mevcut olup olmad\u0131\u011f\u0131n\u0131 belirlemek i\u00e7in kullanabilece\u011fimiz testlerden biri Breusch-Pagan testidir<\/a> . Bu test bir Ki-kare test istatisti\u011fi ve buna kar\u015f\u0131l\u0131k gelen bir p de\u011feri \u00fcretir.<\/span><\/p>\n

P de\u011feri belirli bir e\u015fi\u011fin alt\u0131ndaysa (ortak se\u00e7enekler 0,01, 0,05 ve 0,10’dur), o zaman de\u011fi\u015fen varyans\u0131n mevcut oldu\u011funu s\u00f6ylemek i\u00e7in yeterli kan\u0131t vard\u0131r.<\/span><\/p>\n

Bu e\u011fitimde Stata’da Breusch-Pagan testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi a\u00e7\u0131klanmaktad\u0131r.<\/span><\/p>\n

\u00d6rnek: Stata’daki Breusch-Pagan testi<\/strong><\/span><\/h2>\n

Breusch-Pagan testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fini g\u00f6stermek i\u00e7in otomatik olarak<\/em> entegre edilen Stata veri k\u00fcmesini kullanaca\u011f\u0131z.<\/span><\/p>\n

Ad\u0131m 1: Verileri y\u00fckleyin ve g\u00f6r\u00fcnt\u00fcleyin.<\/strong><\/span><\/p>\n

\u00d6ncelikle verileri y\u00fcklemek i\u00e7in a\u015fa\u011f\u0131daki komutu kullan\u0131n:<\/span><\/p>\n

\n

sistemin otomatik kullan\u0131m\u0131<\/strong><\/span><\/p>\n<\/blockquote>\n

Daha sonra a\u015fa\u011f\u0131daki komutu kullanarak ham verileri g\u00f6r\u00fcnt\u00fcleyin:<\/span><\/p>\n

\n

br<\/strong><\/span> <\/p>\n<\/blockquote>\n

\"Stata'da<\/p>\n

Ad\u0131m 2: \u00c7oklu do\u011frusal regresyon ger\u00e7ekle\u015ftirin.<\/strong><\/span><\/p>\n

Daha sonra, yan\u0131t de\u011fi\u015fkeni olarak fiyat\u0131<\/em> ve a\u00e7\u0131klay\u0131c\u0131 de\u011fi\u015fkenler olarak mpg<\/em> ve a\u011f\u0131rl\u0131\u011f\u0131<\/em> kullanarak \u00e7oklu do\u011frusal regresyon ger\u00e7ekle\u015ftirmek i\u00e7in a\u015fa\u011f\u0131daki komutu girece\u011fiz:<\/span><\/p>\n

\n

regresyon fiyat\u0131 mpg a\u011f\u0131rl\u0131\u011f\u0131<\/strong><\/span> <\/p>\n<\/blockquote>\n

\"Stata'da<\/p>\n

Ad\u0131m 3: Breusch-Pagan testini ger\u00e7ekle\u015ftirin.<\/strong><\/span><\/p>\n

Regresyon modelini yerle\u015ftirdikten sonra, “heteroskedastisite testi”nin k\u0131saltmas\u0131 olan hettest<\/strong> komutunu kullanarak Breusch-Pagan testini ger\u00e7ekle\u015ftirebiliriz:<\/span><\/p>\n

\n

en s\u0131cak<\/strong><\/span> <\/p>\n<\/blockquote>\n

\"Breusch-Pagan<\/p>\n

Sonucun nas\u0131l yorumlanaca\u011f\u0131 a\u015fa\u011f\u0131da a\u00e7\u0131klanm\u0131\u015ft\u0131r:<\/span><\/p>\n

Ho:<\/strong> Bu, testin art\u0131klar aras\u0131nda sabit varyans oldu\u011funu belirten s\u0131f\u0131r hipotezidir.<\/span><\/p>\n

De\u011fi\u015fkenler:<\/strong> Bu bize regresyon modelinde kullan\u0131lan yan\u0131t de\u011fi\u015fkenini belirtir. Bu durumda de\u011fi\u015fken fiyatt\u0131<\/em> .<\/span><\/p>\n

chi2(1):<\/strong> Testin ki-kare test istatisti\u011fidir. Bu durumda saat 14.78’dir.<\/span><\/p>\n

Olas\u0131l\u0131k > chi2:<\/strong> Ki-kare testi istatisti\u011fine kar\u015f\u0131l\u0131k gelen p de\u011feridir. Bu durumda 0,0001’dir. Bu de\u011fer 0,05’ten k\u00fc\u00e7\u00fck oldu\u011fundan s\u0131f\u0131r hipotezini reddedebilir ve verilerde de\u011fi\u015fen varyans oldu\u011fu sonucuna varabiliriz.<\/span><\/p>\n

Sonra ne yapaca\u011f\u0131z<\/strong><\/span><\/h2>\n

Breusch-Pagan testinin s\u0131f\u0131r hipotezini reddetmeyi ba\u015faramazsan\u0131z, o zaman de\u011fi\u015fen varyans mevcut de\u011fildir ve orijinal regresyonun sonucunu yorumlamaya devam edebilirsiniz.<\/span><\/p>\n

Ancak Breusch-Pagan testinin s\u0131f\u0131r hipotezini reddederseniz bu, verilerde de\u011fi\u015fen varyans\u0131n mevcut oldu\u011fu anlam\u0131na gelir. Bu durumda regresyon \u00e7\u0131kt\u0131 tablosunda g\u00f6r\u00fcnt\u00fclenen standart hatalar g\u00fcvenilir de\u011fildir. Bu sorunu \u00e7\u00f6zmenin birka\u00e7 yolu vard\u0131r:<\/span><\/p>\n

1. Yan\u0131t de\u011fi\u015fkenini d\u00f6n\u00fc\u015ft\u00fcr\u00fcn.<\/strong> Yan\u0131t de\u011fi\u015fkeni \u00fczerinde bir d\u00f6n\u00fc\u015f\u00fcm ger\u00e7ekle\u015ftirmeyi deneyebilirsiniz. \u00d6rne\u011fin yan\u0131t de\u011fi\u015fkeni olarak fiyat yerine log(fiyat) kullanabilirsiniz. Genel olarak, yan\u0131t de\u011fi\u015fkeninin logunun al\u0131nmas\u0131 de\u011fi\u015fen varyansl\u0131l\u0131\u011f\u0131 ortadan kald\u0131rman\u0131n etkili bir yoludur. Di\u011fer bir yayg\u0131n d\u00f6n\u00fc\u015f\u00fcm, yan\u0131t de\u011fi\u015fkeninin karek\u00f6k\u00fcn\u00fcn kullan\u0131lmas\u0131d\u0131r.<\/span><\/p>\n

2. A\u011f\u0131rl\u0131kl\u0131 regresyonu kullan\u0131n.<\/strong> Bu regresyon t\u00fcr\u00fc, her veri noktas\u0131na, uydurulan de\u011ferin varyans\u0131na ba\u011fl\u0131 olarak bir a\u011f\u0131rl\u0131k atar. Temel olarak bu, daha y\u00fcksek varyansa sahip veri noktalar\u0131na d\u00fc\u015f\u00fck a\u011f\u0131rl\u0131k vererek bunlar\u0131n kalan karelerini azalt\u0131r. Uygun a\u011f\u0131rl\u0131klar kullan\u0131ld\u0131\u011f\u0131nda de\u011fi\u015fen varyans sorunu ortadan kald\u0131r\u0131labilir.<\/span><\/p>\n

\u00c7oklu do\u011frusal regresyon, birden fazla a\u00e7\u0131klay\u0131c\u0131 de\u011fi\u015fken ile bir yan\u0131t de\u011fi\u015fkeni aras\u0131ndaki ili\u015fkiyi anlamak i\u00e7in kullanabilece\u011fimiz bir y\u00f6ntemdir. Ne yaz\u0131k ki, regresyonda s\u0131kl\u0131kla ortaya \u00e7\u0131kan bir sorun , \u00f6l\u00e7\u00fclen de\u011ferler aral\u0131\u011f\u0131 boyunca art\u0131klar\u0131n varyans\u0131nda sistematik bir de\u011fi\u015fikli\u011fin oldu\u011fu, de\u011fi\u015fen varyans olarak bilinir . Heteroskedasticity’nin mevcut olup olmad\u0131\u011f\u0131n\u0131 belirlemek i\u00e7in kullanabilece\u011fimiz testlerden biri Breusch-Pagan testidir . […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-630","post","type-post","status-publish","format-standard","hentry","category-rehber"],"yoast_head":"\nStata'da Breusch-Pagan testi nas\u0131l yap\u0131l\u0131r - Statorials<\/title>\n<meta name=\"description\" content=\"Ad\u0131m ad\u0131m \u00f6rnek de dahil olmak \u00fczere Stata'da Breusch-Pagan testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fine dair basit bir a\u00e7\u0131klama.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/\" \/>\n<meta property=\"og:locale\" content=\"tr_TR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Stata'da Breusch-Pagan testi nas\u0131l yap\u0131l\u0131r - Statorials\" \/>\n<meta property=\"og:description\" content=\"Ad\u0131m ad\u0131m \u00f6rnek de dahil olmak \u00fczere Stata'da Breusch-Pagan testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fine dair basit bir a\u00e7\u0131klama.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-29T06:57:39+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/robusteerrorsstata1.png\" \/>\n<meta name=\"author\" content=\"Dr.benjamin anderson\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Yazan:\" \/>\n\t<meta name=\"twitter:data1\" content=\"Dr.benjamin anderson\" \/>\n\t<meta name=\"twitter:label2\" content=\"Tahmini okuma s\u00fcresi\" \/>\n\t<meta name=\"twitter:data2\" content=\"3 dakika\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/\",\"url\":\"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/\",\"name\":\"Stata'da Breusch-Pagan testi nas\u0131l yap\u0131l\u0131r - Statorials\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/tr\/#website\"},\"datePublished\":\"2023-07-29T06:57:39+00:00\",\"dateModified\":\"2023-07-29T06:57:39+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/tr\/#\/schema\/person\/365dc158a39a7c8ae256355451e3de48\"},\"description\":\"Ad\u0131m ad\u0131m \u00f6rnek de dahil olmak \u00fczere Stata'da Breusch-Pagan testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fine dair basit bir a\u00e7\u0131klama.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/#breadcrumb\"},\"inLanguage\":\"tr\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/tr\/breusch-pagan-stata-testi\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Ev\",\"item\":\"https:\/\/statorials.org\/tr\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Stata'da breusch-pagan testi nas\u0131l yap\u0131l\u0131r?\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/statorials.org\/tr\/#website\",\"url\":\"https:\/\/statorials.org\/tr\/\",\"name\":\"Statorials\",\"description\":\"\u0130statistik okuryazarl\u0131\u011f\u0131 rehberiniz!\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/statorials.org\/tr\/?s={search_term_string}\"},\"query-input\":\"required name=search_term_string\"}],\"inLanguage\":\"tr\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/statorials.org\/tr\/#\/schema\/person\/365dc158a39a7c8ae256355451e3de48\",\"name\":\"Dr.benjamin anderson\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"tr\",\"@id\":\"https:\/\/statorials.org\/tr\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/statorials.org\/tr\/wp-content\/uploads\/2023\/10\/Dr.-Benjamin-Anderson-96x96.jpg\",\"contentUrl\":\"https:\/\/statorials.org\/tr\/wp-content\/uploads\/2023\/10\/Dr.-Benjamin-Anderson-96x96.jpg\",\"caption\":\"Dr.benjamin anderson\"},\"description\":\"Merhaba, ben Benjamin, emekli bir istatistik profes\u00f6r\u00fc ve Statorials \u00f6\u011fretmenine d\u00f6n\u00fc\u015ft\u00fcm. \u0130statistik alan\u0131ndaki kapsaml\u0131 deneyimim ve uzmanl\u0131\u011f\u0131mla, \u00f6\u011frencilerimi Statorials arac\u0131l\u0131\u011f\u0131yla g\u00fc\u00e7lendirmek i\u00e7in bilgilerimi payla\u015fmaya can at\u0131yorum. 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3. Sa\u011flam standart hatalar\u0131 kullan\u0131n.<\/strong> Sa\u011flam standart hatalar, heteroskedastisite sorununa kar\u015f\u0131 daha “sa\u011flamd\u0131r” ve bir regresyon katsay\u0131s\u0131n\u0131n ger\u00e7ek standart hatas\u0131n\u0131n daha do\u011fru bir \u00f6l\u00e7\u00fcm\u00fcn\u00fc sa\u011flama e\u011filimindedir. Stata’da regresyonda sa\u011flam standart hatalar\u0131n nas\u0131l kullan\u0131laca\u011f\u0131n\u0131 \u00f6\u011frenmek i\u00e7in bu e\u011fitime<\/a> g\u00f6z at\u0131n.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"