Research Article
[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) |
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Note: means that the corresponding coefficient is significant at 1% significance level. |