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

Describe lorenz curve., Lorenz curve : Essentially the graphical representa...

Lorenz curve : Essentially the graphical representation of cumulative distribution of the variable, most often used for the income. If the risks of disease are not monotonically in

Graphics., how to calculate the semi average method when 8 observations are...

how to calculate the semi average method when 8 observations are given?

Doubly ordered contingency tables, The contingency tables in which the row ...

The contingency tables in which the row and column both the categories follow a natural order. An instance for this might be, drug toxicity ranging from mild to severe, against the

Curvature measures, The diagnostic tools or devices used to approach the cl...

The diagnostic tools or devices used to approach the closeness to the linearity of the non-linear model. They calculate the deviation of so-called expectation surface from the plan

Explanatory analysis, This term is sometimes used for the analysis of data ...

This term is sometimes used for the analysis of data from the clinical trial in which treatments A and B are to be compared under the suppositions that the patients remain on their

Chance events, Chance events : According to the Cicero these are events whi...

Chance events : According to the Cicero these are events which occurred or will occur in ways which are the uncertain-events which may happen, may not happen, or may happen in some

Factorial designs, Designs which permits two or more questions to be addres...

Designs which permits two or more questions to be addressed in the investigation. The easiest factorial design is one in which each of the two treatments or interventions are p

Categorizing continuous variables, Categorizing continuous variables : A pr...

Categorizing continuous variables : A practice which involves the conversion of the continuous variables into the series of the categories, which is common in the field of medical

Excel, Software which started out as the spreadsheet targeting at manipulat...

Software which started out as the spreadsheet targeting at manipulating the tables of number for financial analysis, which has now developed into a more flexible package for workin

Population averaged models, Population averaged models are the models for ...

Population averaged models are the models for kind of clustered data in which the marginal expectation of response variable is the main focus of interest. An alternative approach

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