gy;guty;jd;ikg; gpur;rid

 Kiwapd; gpujhd vLNfhs;fspy; xd;W rhuh khwpfspd; ngWkjp jug;gl;l

epiyapy; vOkhw;W tO cWg;gpdJ khww;wpwdhdJ vy;yh ,w;Fk; rkkhff;
fhzg;gl Ntz;Lk;. ,J Xupdj;jd;ik vdg;gLk;.
|
 ,q;F vd;gJ “rkdhd” vd;gJ “Ntfk;” vdTk; miof;fg;gLfpwJ.
vdNt vd;gJ rkdhd Ntfk; my;yJ Xupdj;jd;ik tha;e;jit
(tO cWg;Gf;fs;) vd;gij Fwpj;J epw;fpd;wJ.
cjhuzkhf gpd;tUk; khjpupAUtpidf; ftdj;jpy; nfhs;f:
(1)
,q;F> tO cWg;gpdJ khww;wpwd; Fwpj;J gpd;tUk; vLNfhs; nfhs;sg;gLk;:
for all
[ ]
[ ]
[ ]
[ ]
[ ]
,t; vLNfhs; G+Hj;jp nra;ag;gl;lhy; tO khww;wpwd; Xupdj;jd;ik tha;e;jJ v-k;.
NkNy vd;gJ myFj;jhak; MFk;. NkYs;s rkd;ghL ,id jhatbtpy;
gpd;tUkhW fhl;lyhk;:

[ ] [ ][ ] [ ]

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 1

 : Xupdj;jd;ik
,q;F ( ) Mf ,Uf;Fk; NghJ
( ) ( ) Mf ,Uf;Fk; NghJ
Mdhy; ,t; vLNfhshdJ kPwg;gLk; NghJ mjhtJ tO cWg;gpdJ khww;wpwd;
rkdw;Wf; fhzg;gLk;NghJ gy;guty; jd;ikg; gpur;rid Vw;gLfpd;wJ.
: gy;guty;jd;ik

gy;guty;jd;ikapid tiugluPjpahfg; gpd;tUkhW fhl;lyhk;.

rpyH mjpfsT Nrkpg;Gr; nra;fpd;wdH

Nrkpg;G Nrkpg;G

rpyH Fiwe;jsT Nrkpg;Gr; nra;fpd;wdH

tUkhdk; tUkhdk;
tiuglk; 1 tiuglk; 2

tiuglk; 1 ,y; Ntfk; rkdw;Wf; fhzg;gLtjdhy; mJ gy;guty; jd;ikapidAk;

tiuglk; 2 ,y; Ntfk; rkdhfff; fhzg;gLtjdhy; mJ Xupdj; jd;ikapidAk; Fwpj;J
epw;fpd;wd vdyhk;. NkYs;s tiuglq;fspid epfo;jfT jpzpTr; rhu;gpd; mbg;gilapy;
gpd;tUkhW fhl;lyhk;.
Heteroscedastic disturbances Homoscedastic disturbances

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 2

tO khww;wpwd; NtWgl;L fhzg;gLfpwJ tO khww;wpwd; rkdhf cs;sJ
tiuglk; 3 tiuglk; 4

tiuglk; 3 ,y; guk;gypd; msT NtWgLtjhy; mJ gy;guty; jd;ikapidAk; tiuglk;

4 ,y; guk;gypd; msT rkdhf ,Ug;gjhy; mJ Xupdj; jd;ikapidAk; Fwpj;J
epw;fpd;wd.
(Xupdj;jd;ik) Homoscedasticity (gy;guty;jd;ik)

( ⁄ ) ,q;F tUkhdk; (x)

khWk; NghJ Nrkpg;Gk; khw;wkilAk;.
( ⁄ )
,jdbg;gilapy; tOtpdJ khww;wpwDk;
( ⁄ ) khw;wkilAk;.

gy;guty;jd;ik gpur;rpid Vw;gLtjw;fhd fhuzq;fs;

1. ,J FWf;Fntl;Lj; juTfspy; xU nghJthd gpur;rpidahFk;. mjhtJ jdpegH
fSf;fpilapy; gy NtWghLfs; fhzg;gLk;.

2. juTfspy; ntspf;fplf;iffs; fhzg;gLjy;. mjhtJ Fwpg;gpl;l rpy

mtjhdkhdJ Vida mtjhdq;fSld; Fiwe;jsthd njhlHgpid nfhz;bUf;Fk;
NghJ ,g; gpur;rpid Vw;gLk;

1 25000 23000
2 30000 32000
3 22000 24000
4 28000 25000
5 5000 6000

29000 25000

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 3

3. gpioia czu;jy; khjpupAU
cjhuzk; : jl;lr;R tO (,J Muk;gj;jpy; mjpfkhfTk; Nghf Nghf FiwthfTk;
fh-k;.
jl;lr;R tOf;fspd; vz;zpf;if

gapw;rpngw;w kzpj;jpahyq;fspd; vz;zpf;if

4. Fwpg;gpLjy; tO gpur;rpid: mjhtJ mtrpakhd khwpfis khjpupAUtpy; NrHf;fhJ

tpl;lhNyh my;yJ mtrpakw;w khwpfis khjpupAUtpy; NrHj;jhNyh mJ jtwhd
rhHG tbtj;jpDhlhf gpw;nryT khjpupAUthdJ rupahd Kiwapy; ntspg;gLj;jg;
gltpy;iy vd;gij fhl;Lk;.
cjhuzk;:
: cz;ikahd khjpupAU
: Ma;thsd; kjpg;gpl;l khjpupAU

: cz;ikahd khjpupAU
: Ma;thsd; kjpg;gpl;l khjpupAU

5. juTfspd; gpioahd nghUe;Jif: rhu;e;j khwpf;Fk; rhuh khwpf;Fk; ,ilapy; vt;tpjj;

njhlu;Gk; fhzg;glhj re;ju;g;gk;

gy;guty;j; jd;ikg; gpur;ridia ,dq;fhzy;

nghJthf ehk; gy;guty;j; jd;ikg; gpur;ridia ,uz;L Kiwfspy; ,dq;fhz KbAk;
mitahtd:
1. tiugl uPjpahf ,dq;fhzy;
2. Nrhjid KiwfspD}lhf ,dq;fhzy;

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 4

tiugl uPjpahf ,dq;fhzy;

Heteros
Homos

Homos
Homos

Nrhjid KiwfspD}lhf ,dq;fhzy;

gy;guty;j; jd;ikg; gpur;ridiag; gupNrhjpg;gjw;Fg; gy Kiwfs; fhzg;gLfpd;wd.
mtw;Ws; rpy gpd;tUkhW:
i Nrhjid
ii Nrhjid
iii – Nrhjid
iv Nrhjid
v Nrhjid
Nrhjid
gpd;tUk; gd;klq;Fg; gpw;nryT khjpupAUtpidf; ftdj;jpy; nfhs;f.
(1)
̂ ̂ ̂ ̂
,k; khjpupAUtpy; gy;guty; jd;ik gpur;rpid ,Uf;fh my;yJ ,y;iyah vd;gijr;
Nrhjpg;gjw;F gpd;tUk; gbKiwfs; gpd;gw;wg;gLk;.

gbKiwfs;
1. Kiwapidg; gad;gLj;jp khjpupAU (1) ,id kjpg;gpl Ntz;Lk;.
2. gpd;du; ̂ ,idg; ngWjy; Ntz;Lk;.
̂ ̂ [̂ ̂ ̂ ]

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 5

3. ̂ ,id rhu;e;j khwpahff; nfhz;L ,ilntl;bidAk; Vida rhuh khwpfisAk;
(rhjhuz khwpfs;> mtw;wpd; ,ilj;njhlHG gjk; kw;Wk; tHf;f gjk;) gad;gLj;jp
gpw;nryT khjpupAUtpid kjpg;gpl Ntz;Lk;. mjhtJ ̂ ,idr; rhu;e;j khwpahff;
nfhz;L Jiz gpw;ntytpid tbtikf;f Ntz;Lk;.
̂
,jd; %yk; Jiz gpw;nrytpd; ,idg; ngWjy; Ntz;Lk;.
4. fUJNfhspid tiuaWf;f Ntz;Lk;.
(tO khww;wpwd; Xupdj;jd;ik
tha;e;jJ)
(tO khww;wpwd; gy;guty;
jd;ik tha;e;jJ)
5. Nrhjidg; Gs;sptpguj;jpidg; ngWjy; Ntz;Lk;.
Nrhjidg;Gs;sptpguk;
khWepiyg; ngWkjp
: Jiz gpw;nrytpYs;s khwpfspd; vz;zpf;if
: khjpupapdsT

6. KbT: (my;yJ vdpy; ehk; ,id epuhfupg;Nghk;> vdNt mq;F

gy;guty;jd;ik gpur;rpid cz;L vdyhk;.
: Kiwapidg; gad;gLj;jp khjpupAUtpid
kjpg;gpl;l gpd;dH gpd;tUk; I vOjTk;

cjhuzk;: ckf;F gpd;tUk; jfty;fs; jug;gl;Ls;sjhff; fUJf.

(1)
,q;F> tu;j;jf tuptPjk; (mur tUkhdj;jpd; tPjkhf)> nkhj;jj; Njrpa
cw;gj;jp> jyh Njrpa cw;gj;jp
̂
̂

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 6

NkYs;s juTfspdbg;gilapy; khjpupAU (1) gy;guty;jd;ikapidf; nfhz;Ls;sjh?

gbKiw 1: fUJNfhspid tiuaWj;jy;

(tO khww;wpwd; Xupdj;jd;ik
tha;e;jJ)
(tO khww;wpwd; gy;guty;j;
jd;ik tha;e;jJ)
gbKiw 2: fzg;gplg;gl;l ngWkjpiaAk; khWepiy ngWkjpiaAk; kjpg;gply;
fzg;gplg;gl;l ngWkjp

gbKiw 3: fUJNfhspid tha;g;Gg;ghHj;jy;

Mf ,Ue;jhy; epuhfupf;fg;gLk;
vdpDk; ,q;F Mf ,Ug;gjhy; Vw;Wf;nfhs;sg;
gLfpd;wJ.
gbKiw 4: KbT: MfNt ,q;F gy;guty; jd;ikg; gpur;rid fhzg;gltpy;iy vdyhk;.

Fwpg;G: ,ilj;njhlHGg;gjk; khjpupAUtpy; fhzg;gLkhftpUe;jhy; mq;F

gy;guty;j;jd;ikg; gpur;rid ( Fwpg;gpLjy; tO
vd;gd fhzg;gLk;. Mdhy; ,izg;Gg;gjk; fhzg;glhtpl;lhy; khjpupAU
xupdj;jd;ik ( tha;e;jjhf fhzg;gLk;.

cjhuzk;: xU fy;tp epWtdj;jpy; Ntiynra;Ak; MrpupaHfspd; ruhrup rk;gsk;

(khjhe;jk;) kw;Wk; Ntiy mDgtk; (tUlq;fspy;) njhlHghd juTfisg; gad;gLj;jp
ngw;Wf; nfhs;sg;gl;l ngWNgW fPNo jug;gl;Ls;sJ.
reg y x

Source | SS df MS Number of obs = 15

-------------+---------------------------------- F(1, 13) = 18.98
Model | 1.2920e+09 1 1.2920e+09 Prob > F = 0.0008
Residual | 884810065 13 68062312.7 R-squared = 0.5935
-------------+---------------------------------- Adj R-squared = 0.5623
Total | 2.1768e+09 14 155488606 Root MSE = 8250

------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 949.5621 217.9417 4.36 0.001 478.7277 1420.397
_cons | 73586.8 3944.584 18.66 0.000 65065.05 82108.56
------------------------------------------------------------------------------
imtest, white

White's test for Ho: homoskedasticity

against Ha: unrestricted heteroskedasticity

chi2(2) = 11.41
Prob > chi2 = 0.0033

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 7

Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
Heteroskedasticity | 11.41 2 0.0033
Skewness | 6.18 1 0.0129
Kurtosis | 2.01 1 0.1566
---------------------+-----------------------------
Total | 19.60 4 0.0006
---------------------------------------------------
fUJNfhis tiuaWj;jy;
tO khww;wpwd; Xupdj;jd;ik tha;e;jJ
tO khww;wpwd; gy;guty;jd;ik tha;e;jJ
fUJNfhis tha;g;Gg;ghHj;jy;:
Nrhjidg; Gs;sptpguj;ijAk; khWepiyg; gpuNjrj;ijAk; xg;gpLjy;
Nrhjidg; Gs;sptpguk;:
khWepiyg; gpuNjr ngWkjp:
KbT: MftpUg;gjhy; epuhfupf;fg;gLk;. vdNt ,g; gpw;nryT
khjpupAUtpYs;s tO khww;wpwd; gy;guty;jd;ik tha;e;jJ vdyhk;.

my;yJ epfo;jfTg; ngWkjpiaAk; nghUSz;ik kl;lj;ijAk; xg;gpLjy;

nghUSz;ik kl;lj;jpy;
KbT: ,q;F> MftpUg;gjhy; epuhfupf;fg;gLk;. vdNt ,g; gpw;nryT
khjpupAUtpYs;s tO khww;wpwd; gy;guty;jd;ik tha;e;jJ vdyhk;.

Nrhjid
gpd;tUk; khwpfs; khjpupAUtpid ftdj;jpy; nfhs;f
(1)
vLNfhs;:
vdNt ,id gpd;tUkhW tiuaWf;f KbAk; vdf; fUJf.
(2)
,q;F MdJ rkd;ghL (1) ,Ys;s vy;yh khwpfisAk; my;yJ rpy khwpfisf;
nfhz;bUf;Fk;.
gbKiwfs;
1. Kiwapid gad;gLj;jp rkd;ghL (1) ,id kjpg;gPL nra;J ,id
ngWjy; Ntz;Lk;.

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 8

2. ,d; ruhrupfspd; tHf;fj;jpidg; ngWjy; Ntz;Lk;

̂
3. ,id kjpg;gplNtz;Lk; (mjhtJ khwpfspid kjpg;gply;):
̂
jw;NghJ khjpupAUtpid kjpg;gplNtz;Lk;
(2)
4. rkd;ghL (2) ,ypUe;J ml;ltiziag; gad;gLj;jp ,id ngWf
5. fUJNfhs; Nrhjid:

6. Nrhjid Gs;sptpguj;jpidg; ngwNtz;Lk;

Nrhjid Gs;sptpguk; [ ] [ [ ] ]

khWepiyg; gpuNjr ngWkjp:

,q;F rkd;ghL (2) ,ypUe;J kjpg;gplg;gl;l gukhzq;fspd; vz;zpf;if (rupT)

7. KbT: Mf ,Ue;jhy; epuhfupf;fg;gLk;. vdNt gy;guty;jd;ik

gpur;rpid cz;L vdyhk;

cjhuzk;: gpd;tUk; ngWNgw;wpidf; ftdj;jpy; nfhs;f.

estat hettest
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of gdp
chi2(1) = 1.23
Prob > chi2 = 0.2681
,q;F gy;guty; jd;ik gpur;rpid ,Uf;fh?my;yJ ,y;iyah? vd;gJ gpd;tUkhW
Nrhjpf;fg;gLk;:
fUJNfhs;:
khjpupAUtpy; gy;guty; jd;ik gpur;rpid ,y;iy (tO khww;wpwd; Xupdj;jd;ik
thae;jJ)
khjpupAUtpy; gy;guty; jd;ik gpur;rpid cz;L (tO khww;wpws; gy;guty;jd;ik
tha;e;jJ)

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 9

fUJNfhis tha;g;Gg;ghHj;jy;

KbT: MftpUg;gjhy; Vw;Wf;nfhs;sg;gLk;. vdNt

khjpupAUtpy; gy;guty; jd;ik gpur;rpid ,y;iy vdyhk;.

my;yJ epfo;jfTg; ngWkjpiaAk; nghUSz;ik kl;lj;jpidAk; xg;gpLjy;

nghUSz;ik kl;lj;jpy;
KbT: ,q;F> MftpUg;gjhy; Vw;Wf;nfhs;sg;gLk;. vdNt
khjpupAUtpy; gy;guty; jd;ik gpur;rpid ,y;iy vdyhk

cjhuzk;: xU fy;tp epWtdj;jpy; Ntiynra;Ak; MrpupaHfspd; ruhrup rk;gsk;

(khjhe;jk;) kw;Wk; Ntiy mDgtk; (tUlq;fspy;) njhlHghd juTfisg; gad;gLj;jp
ngw;Wf; nfhs;sg;gl;l ngWNgW fPNo jug;gl;Ls;sJ.
khjpupAUtpy; gy;guty; jd;ikg; gpur;rpid ,Uf;fh? my;yJ ,y;iyah vd;gijr;
Nrhjpf;Ff.
reg y x

Source | SS df MS Number of obs = 15

-------------+---------------------------------- F(1, 13) = 18.98
Model | 1.2920e+09 1 1.2920e+09 Prob > F = 0.0008
Residual | 884810065 13 68062312.7 R-squared = 0.5935
-------------+---------------------------------- Adj R-squared = 0.5623
Total | 2.1768e+09 14 155488606 Root MSE = 8250

------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 949.5621 217.9417 4.36 0.001 478.7277 1420.397
_cons | 73586.8 3944.584 18.66 0.000 65065.05 82108.56
------------------------------------------------------------------------------

BPG test results

STATA command: hettest

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance
Variables: fitted values of y

chi2(1) = 9.22
Prob > chi2 = 0.0024
fUJNfhis tiuaWj;jy;
tO khww;wpwd; Xupdj;jd;ik tha;e;jJ
tO khww;wpwd; gy;guty;jd;ik tha;e;jJ

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 10

fUJNfhis tha;g;Gg; ghHj;jy;
Nrhjidg; Gs;sptpguj;ijAk; khWepiyg; gpuNjrj;ijAk; xg;gpLjy;

KbT: MftpUg;gjhy; epuhfupf;fg;gLk;. vdNt ,g; gpw;nryT

khjpupAUtpd; tO khww;wpwd; gy;guty;jd;ik tha;e;jJ vdyhk;.

my;yJ epfo;jfTg; ngWkjpiaAk; nghUSz;ik kl;lj;ijAk; xg;gpLjy;

nghUSz;ik kl;lj;jpy;

KbT: MftpUg;gjhy; epuhfupf;fg;gLk;. vdNt ,g; gpw;nryT

khjpupAUtpd; tO khww;wpwd; gy;guty;jd;ik tha;e;jJ vdyhk;.

gy;guty;jd;ik gpur;rpidapd; tpisTfs;

1. kjpg;ghd;fs; tpidj;jpwd; mw;wjhf ,Uf;Fk;: mjhtJ kjpg;ghd;fs; ,opT
khww;wpwidf; nfhz;bUg;gjw;Fg; gjpyhf caHthd khww;wpwidf; nfhz;bUf;Fk;.
vdpDk; jw;NghJk;$l kjpg;ghd;fs; Nfhlyw;wjhfTk; NeHNfhl;Lj;jd;ikiaf; nfhz;l
jhfTk; ,Uf;Fk;.
: rpwe;j NeHNfhl;L Nfhlyw;w kjpg;ghd;

gy;guty;jd;ik gpur;rpid ,y;yhjNghJ: ∑

∑
gy;guty;jd;ik gpur;rpid ,Uf;Fk;NghJ: ∑
(,jd;NghJ khww;wpwd;

Fiwj;J kjpg;gplg;gLk;)
2. vy;yh fUJNfhs; NrhjidfSk; jtwhd Kbitj;jUk; (Vnddpy; gy;guty;jd;ik
gpur;rpid fhzg;gl;lhy; (̂)
(̂)
(̂) (̂) Fzfq;fs; nghUSz;ikj; jd;ikaw;wjhf
fhzg;gLk;

( )
khwpfs; nghUSz;ikj; jd;ikaw;wjhf tUk;

> ( )

( )

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 11

 > ( )

( )

3. Nrhjid (khjpupAUtpd;) nghUSz;ikj; jd;ikaw;wjhf fhzg;gLk;

∑
̂

⁄ ⁄
⁄ ̂

Nrhjid
vLNfhs; : MdJ VjhtnjhU khwpAld; njhlu;gpidf; nfhz;bUf;Fk; (mjhtJ
juTfspy; ntspf;fplf;iffs; fhzg;gLtjhf fUJf)

outlier

0 𝑋
vd;Dk; khjpupAUtpy; tOkhww;wpwdhdJ (̂ ) tpsf;F
khwpahd cld; Neu;j;njhlu;gpidf; nfhz;Ls;sJ. ,jdhy; ,jidg; gpd;tUk;
mbg;gilapy; tpsf;fyhk;.

gbKiwfs;
1. rpjwy; tiuglj;jpid mtjhdpg;gjd; %yk; gy;guty;jd;ik gpur;rpidf;F ,l;Lr;
nry;Yk; khwpapid milahsk; fhzy;
2. milahsk; fhzg;gl;l khwpapid gad;gLj;jp juTfis tupirg;gLj;j Ntz;Lk;
(VWtupirg;gLj;jy; my;yJ ,wq;F tupirg;gLj;Jjy;)
3. ,jd;gb jug;gl;l juTj;njhFjpia 3 gFjpfshfg; gpupj;jy; Ntz;Lk;.
 Fiwe;j ngWkjp
 eLg; ngWkjp
 cau;e;j ngWkjp
,jw;fhd Kiw (Formula):

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 12

 ,q;F> khjpupapdsT> eLg;gFjp my;yJ cg khjpupapypUe;J ePf;fg;gl;l
mtjhdq;fspd; vz;zpf;if.
4. jug;gl;l juTfspypUe;J eLg;gFjpapid mfw;w Ntz;Lk;. ,g;gupNrhjidia ngupa
khjpupfspw;F gad;gLj;j KbAk;.
5. kpFjp ,uz;L cggFjpj; jutpw;Fk; ,uz;L gpw;nryT khjpupAUtpid tbtikf;f
Ntz;Lk;.
(1) Fiwe;j ngWkjpf;fhdJ
(2) caHe;j ngWkjpf;fhdJ

,t;tpuz;L gpw;nryT khjpupAUtpidAk; kjpg;gpl;L mtw;wpd; ngWNgWfspypUe;J

̂ ,idf; fzpg;gpl Ntz;Lk;. mjid vd;W
Fwpg;gpLjy; Ntz;Lk;.

6. fUJNfhspid tiuaWj;jy; Ntz;Lk; (,q;F Nrhjid Nkw;nfhs;sg;gLk;).

(tO khww;wpwd; Xupdj;jd;ik tha;e;jJ)
(tO khww;wpwd; gy;guty;j;jd;ikiaf; nfhz;Ls;sJ)
7. fzpg;gplg;gl;l ngWkjpapidAk; khWepiyg; gpuNjrj;jpidAk; kjpg;gply;
⁄

,q;F [ ] (juTfspd; vz;zpf;if ,uz;L gf;fKk; rkkhd

msthff; fopf;fg;gLtjhy;)
khjpupAUtpYs;s kjpg;gplg;gl;l vy;yhg; gukhdq;fspdJk; vz;zpf;if

8. fUJNfhspid tha;g;Gg;ghHj;jy;
Mf fhzg;gl;lhy; epuhfupf;fg;gLk; vdNt mq;F gy;guty;j;jd;ikg;
gpur;rid fhzg;gLk; vdyhk;.
,k; Kiwapd; gytPdq;fs;
 xU khwpapid milahsk; fhzNtz;Lk;
 apdJ mstpid milahsk; fhzNtz;Lk; (,J vd;dthf ,Uf;Fk;)

gupe;Jiuapd;; gb 50 8
60 16

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 13

 gupe;Jiuapd;; gb 30 4
60 10
gupe;Jiuapd;; gb:

cjhuzk;: vk;kplk; Mfpa ,uz;L juTfs; ,Ug;gjhff; fUJf.

Muk;g ngWkjp X ,dJ ngWkjpabg;gilapy; jutpid
VWtupirg;gLj;jpa ngWkjp
Y X Y X
55 80 55 80
65 100 70 85
70 85 75 90
80 110 65 100
79 120 74 105
84 115 80 110
98 130 84 115
95 140 79 120
90 125 90 125
75 90 98 130
74 105 95 140
110 160 108 145
113 150 113 150
125 165 110 160
108 145 125 165
115 180 115 180
140 225 130 185
120 200 135 190
145 240 120 200
130 185 140 205
152 220 144 210
144 210 152 220
175 245 140 225
180 260 137 230
135 190 145 240
140 205 175 245
178 265 189 250
191 270 180 260
137 230 178 265
189 250 191 270
vdpd;
vdpd; vdTk; nfhs;f
,q;F >
,jdbg;gilapyhd ngWNgWfs; gpd;tUkhW jug;gl;Ls;sJ
̂ ̂ ̂ ̂
̂

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 14

 ̂ ̂ ̂ ̂
̂

fUJNfhspid tiuaWj;jy;

fzpg;gplg;gl;l ngWkjpiaAk; khWepiyg;gpuNjr ngWkjpiaAk; kjpg;gply;

⁄ ⁄
⁄ ⁄

fUJNfhspid tha;g;Gg;ghHj;jy;

0 3.98
4.07

,q;F Mf ,Ug;gjdhy; epuhfupf;fg;gLk;. vdNt ,q;F

gy;guty;jd;ik gpur;rpid fhzg;gLfpd;wJ vdyhk;

gy;guty;jd;ik gpur;rpidf;fhd jPHTfs;

1. FWf;Fntl;Lj; juTfspy; xt;nthU FWf;Fntl;L myFfSf;Fk; ,ilapy; khwy;fs;
fhzg;gLfpwJ. ,t; jdpegH khwy;fis gpujpepjpj;Jtg;gLj;j ehk; Nghyp khwpfspid
khjpupAUtpy; gad;gLj;j KbAk;.
cjhuzk;: 5 ehLfs; njhlHghd juTfs; ,Ug;gjhf fUJf. xt;nthU
ehl;bd; jdpg;gl;l gz;GfisAk; cs;thq;Ftjw;fhf khjpupAUtpy; ehLfSf;fhd

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 15

 Nghyp khwpfis NrH;j;Jf;nfhs;tjd; %yk; ehLfSf;fpilapyhd tpNrl epiyahd
tpistpd; jhf;fj;jpid khjpupAUtpypUe;J mfw;w
KbAk;.

{ > { > {

ID
1
2
3
4
5

 Nghypkhwpg; nghwpapid ePf;Ftjw;fhf ehk; VjhtJ 4 ehLfSf;fhd Nghyp

khwpapid kl;LNk khjpupAUtpy; NrHj;Jf;nfhs;Nthk;
 khjpupapd; msT ngupjhf ,Ue;jhy; (c-k;: 100> 150> 200) MdJ ,t;
vy;yhg; Nghyp khwpf;fhd tpilapid fhl;lhJ. mjw;F gjpyhf epiyahd
tpistpid kl;LNk fhl;Lk;.
 ,jd;NghJ xt;nthU jdpegUf;Fk; khwpapid toq;fp> ,opTtHf;f Nghypkhwp
khjpupAU [ ] Kiw %yk; Fzfq;fis
kjpg;gplyhk;.
2. Robust Standard Error/White’s Standard Error Kiwapid gad;gLj;Jjy;
STATA command: dependent variable name independent variable(s) name, robust
 gpw;nryT khjpupAUtpid epaktOtpidg; gad;gLj;jp kjpg;gpLk;NghJ
gy;guty;jd;ik gpur;rpid Fwpj;J ftiynfhs;sj; Njitapy;iy. Vnddpy;
khjpupAUthdJ ,idg; gad;gLj;jp cUkhw;wk; nra;ag;gl;Ls;sJ
3. juTfspy; ntspf;fplf;iffs; fhzg;gLk;NghJ mj;juTfis klf;if tbtpw;F khw;wp
cUkhw;wk; nra;tjd; %yKk; gy;guty;jd;ik gpur;rpidiaj; jPHf;fyhk;.
4. nghJikg;gLj;jg;gl;l ,opTtHf;f Kiwapid gad;
gLj;jyhk;. ,J epiwaplg;gl;l ,opTtHf;f Kiw
vdTk; miof;fg;gLk;. ,k;KiwahdJ Kiwapid cUkhw;wk; nra;fpd;wJ.
NkYk; cUkhw;wk; nra;ag;gl;l khwpfis khjpupAUtpy; gad;gLj;jp ehk; Kiw
%yk; kjpg;gpLNthk;. ,jd;NghJ mJ ,d; vLNfhs;fspid jpUg;jp nra;Ak;.
mjhtJ kjpg;gdhdJ clikapidf; nfhz;bUf;Fk;.

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 16

 mjhtJ gy;guty; jd;ik gpur;rpid fhzg;gLk;NghJ mjid jPHf;f ehk; vOkhw;W
tOit epiyahd epiyahd khww;wpwd; nfhz;ljhf cUkhw;wk; nra;tjd; %yk;
cz;ikahd gpw;nryTf;F khw;Wjy; Ntz;Lk;. ,t;tthW cUkhw;wk; nra;ag;gl;L
cz;ikahdjhf khWk;NghJ mJ epiyahd tOkhww;wpwidf; nfhz;bUf;Fk;.

STATA ngWNgW:
Breusch- Pegan/ Cook-Weisberg test for Heteroscedasticity

nghUSz;ik kl;lj;jpy; gy;guty;jd;ikgpur;rpid cz;lh> ,y;iyah vd Nrhjpf;Ff

fUJNfhs;:
(tO khww;wpwd; Xupdj;jd;ik tha;e;jJ)
(tO khww;wpwd; gy;guty;jd;ik tha;e;jJ
fUJNfhis tha;g;Gg;ghHj;jy;:
epfo;jfTg; ngWkjpiaAk; nghUSz;ik kl;lj;jpidAk; xg;gpLjy;

nghUSz;ik kl;lj;jpy;)
KbT: ,q;F Mf ,Ug;gjdhy; Vw;Wf;nfhs;sg;gLk;. vdNt
gy;guty; jd;ik gpur;rpid ,y;iy vdyhk;. mjhtJ tO khww;wpwd; Xupdj;jd;ik
tha;e;jJ.

Nrhjid Gs;sptpguj;ijAk; khWepiyg; gpuNjrj;ijAk; xg;gpLjy;

KbT: Mf ,Ug;gjdhy; Vw;Wf;nfhs;sg;gLk;. vdNt gy;guty;

jd;ik gpur;rpid ,y;iy vdyhk;. mjhtJ tO khww;wpwd; Xupdj;jd;ik tha;e;jJ.

Dr. T. Vinayagathasan, Dept. of Economics & Statistics, University of Peradeniya Page 17