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

Dirichlet process mixture models, The nonparametric Bayesian inference appr...

The nonparametric Bayesian inference approach to using the finite mixture distributions for modelling data suspected of the containing distinct groups of observations; this approac

Determine the maximum amount of the commodity, A manufacturing company has ...

A manufacturing company has two factories F 1 and F 2 producing a certain commodity that is required at three retail outlets M 1 , M 2 and M 3 . Once produced, the commodity is

Negative binomial distribution, Negative binomial distribution is the prob...

Negative binomial distribution is the probability distribution of number of failures, X, before the kth success in the sequence of Bernoulli trials where the probability of succes

T test , How do I report the results in the table?

How do I report the results in the table?

Exponential family, A family of the probability distributions of the form g...

A family of the probability distributions of the form given as   here θ is the parameter and a, b, c, d are the known functions. It includes the gamma distribution, normal dis

Quality control procedures, Quality control procedures is the statistical ...

Quality control procedures is the statistical process designed to ensure that the precision and accuracy of, for instance, a laboratory test, are maintained within the acceptable

Explain post stratification adjustment, Post stratification adjustmen t: On...

Post stratification adjustmen t: One of the most often used population weighting adjustments used in the complex surveys, in which weights for the elements in a class are multiplie

Bootstrap, Bootstrap : The data-based simulation method/technique for the s...

Bootstrap : The data-based simulation method/technique for the statistical inference which can be used to study the variability of the estimated characteristics of the probability

Define informed consent, Informed consent: The consent needed from each po...

Informed consent: The consent needed from each potential participant former to random assignment in the clinical trial as speci?ed in the year 1996 version of Helsinki declaration

Double-dummy technique, It is the technique used in the clinical trials whe...

It is the technique used in the clinical trials when it is possible to make an acceptable place before an active treatment but not to make the two active treatments identical. In t

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