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

Functional data analysis, The analysis of data which are the functions obse...

The analysis of data which are the functions observed continuously, for instance, functions of time. Basically a collection of statistical techniques or methods for answering quest

Individual differences, Individual differences scaling is a form of multid...

Individual differences scaling is a form of multidimensional scaling applicable to the data comprising of a number of proximity matrices from the different sources that is differe

Diggle kenward model for dropouts, The model which is applicable to the lon...

The model which is applicable to the longitudinal data in which the dropout process might give rise to the informative lost values. Specifically if the study protocol specifies the

Decision theory, A unified approach to all problems of prediction, estimati...

A unified approach to all problems of prediction, estimation, and hypothesis testing. It is based on concept of the decision function, which tells the performer of experiment how t

Finite mixture distribution, The probability distribution which is a linear...

The probability distribution which is a linear function of the number of component probability distributions. This type of distributions is used to model the populations thought to

Pascal''s triangle, Pascal's triangle  is an arrangement of numbers describ...

Pascal's triangle  is an arrangement of numbers described by Pascal in his Traité du Triangle Arithmétique published in the year 1665 as 'The number in each cell is equal to in the

Explain Genstat, Genstat: The basic purpose piece of statistical software ...

Genstat: The basic purpose piece of statistical software for the management and the analysis of data. The package incorporates the wide variety of data handling events and a wi

T-test , Ha: If hyperlipidemia is believed to be a side effect of second-ge...

Ha: If hyperlipidemia is believed to be a side effect of second-generation antipsychotics (SGAs), then Hispanic patients with SGAs treatment will have the higher frequency of devel

Asymmetric proximity matrices, Asymmetric proximity matrices : Proximity ma...

Asymmetric proximity matrices : Proximity matrices in which the non-diagonal elements, in the ith row and jth column and the jth row and ith column, are not essentially equal. Exam

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