[Retracted] Evaluating Investors’ Recognition Abilities for Risk and Profit in Online Loan Markets Using Nonlinear Models and Financial Big Data

Table 2

Single factor estimated results of heteroskedasticity Probit model of default.

Variables	Explained variable: whether default
		-statistics and value
	0.0145	28.0700 (≤0.001)
Testing whether existing heteroskedasticity
Null hypothesis	Lr-statistics and value	Conclusions
Homoskedasticity	104.48 (≤0.001)	Rejecting null hypothesis, namely, existing heteroskedasticity
Variance equation
Variables	Coefficient estimated values	-statistics and value
	-0.0367	-11.51 (≤0.001)

Note: means that the corresponding coefficient is significant at 1% significance level.