Glejsers test, Advanced Statistics

Assignment Help:

The Null Hypothesis - H0:  There is no heteroscedasticity i.e. β1 = 0

The Alternative Hypothesis - H1:  There is heteroscedasticity i.e. β1 0

Reject H0 if |t | > t = 1.96153

MTB > let c44 = abs (c11)

MTB > let c45 = sqrt (c7)

MTB > let c46 = 1/c7

C44 = absolutness

C45 = sqrttoexp

C46 = 1/totexp

C11 = RESI1

C7 = totexp                             

Regression Analysis: absolutness versus sqrttotexp, 1/totexp, sqtotexp

The regression equation is

absolutness = - 0.0432 + 0.00697 sqrttotexp + 3.96 ltotexp - 0.000000 sqtotexp

 

Predictor          Coef     SE Coef      T      P

Constant       -0.04319     0.06231  -0.69  0.488

sqrttotexp     0.006965    0.005250   1.33  0.185

1/totexp          3.962       1.403   2.82  0.005

sqtotexp    -0.00000003  0.00000045  -0.07  0.945

S = 0.0553218   R-Sq = 1.8%   R-Sq(adj) = 1.6%

Analysis of Variance

Source                DF        SS          MS             F      P

Regression         3    0.083167   0.027722  9.06  0.000

Residual Error  1515  4.636654  0.003060

Total                1518  4.719821

 

Source          DF    Seq SS

sqrttotexp    1  0.011248

l/totexp        1  0.071905

sqtotexp      1  0.000015

Since the ltoexp 2.82 > 1.96153 (CV), there is evidence to suggest that H0 would be rejected indicating that there is heteroscedasticity.


Related Discussions:- Glejsers test

Reliability theory, Reliability theory is the theory which attempts to det...

Reliability theory is the theory which attempts to determine the reliability of the complex system from knowledge of the reliabilities of the components. Interest might centre on

Probability., 5. Packages from a machine a normally distributed with a mean...

5. Packages from a machine a normally distributed with a mean 200g and its standard deviation 2grams. Find the probability that a package from the machine weighs a) Less than

Centile reference charts, Centile reference charts : Charts which are used ...

Centile reference charts : Charts which are used inmedicine to observe the clinical measurements on individual patients in the context of the population values. If the population i

Dirichlet process, The distribution over distributions in the sense that ea...

The distribution over distributions in the sense that each draw from the process is itself the distribution. The name Dirichlet process or procedure is due to the fact that the ?ni

Explain literature controls, Literature controls : The patients with the di...

Literature controls : The patients with the disease of interest who have received, in the past, one of two treatments under the investigation, and for whom the results have been pu

Epidemic, The rapid development or growth of the disease in a community or ...

The rapid development or growth of the disease in a community or region. Statistical thinking has made very much significant contributions to the understanding of such type of phen

Generalized method of moments (gmm), Generalized method of moments (gmm) is...

Generalized method of moments (gmm) is the estimation method popular in econometrics which generalizes the method of the moments estimator. Essentially same as what is known as the

Gabor regression, This is an approach to the modelling of time-frequency su...

This is an approach to the modelling of time-frequency surfaces which consists of a Bayesian regularization scheme in which the prior distributions over the time-frequency coeffici

Calibration, Calibration : A procedure which enables a series of simply obt...

Calibration : A procedure which enables a series of simply obtainable but inaccurate measurements of some quantity of interest to be used to provide more precise estimates of the r

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd