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

Residual calculation, Regression line drawn as y= c+ 1075x ,when x was2, an...

Regression line drawn as y= c+ 1075x ,when x was2, and y was 239,given that y intercept was 11. Calculate the residual ?

Week 5 Assignment 1, Activity Description Create an MS Word document by c...

Activity Description Create an MS Word document by cutting and pasting SPSS output into the document. Complete the following: Use an existing dataset to compute a factorial AN

Design, Difference between tretment design and experimental design

Difference between tretment design and experimental design

Non-identified response, Non-identified response is a term used to signify...

Non-identified response is a term used to signify censored observations in survival data, which are not independent of the endpoint of the interest. Such observations can happen f

Multitrait multi method model (mtmm), Multitrait multi method model (MTMM) ...

Multitrait multi method model (MTMM) is the form of confirmatory factor analysis model in which the different techniques of measurement are used to measure each of the latent vari

Central tendency, explain the graphical method of measure of central tenden...

explain the graphical method of measure of central tendency

Frequency distribution, The division of a sample of observations into sever...

The division of a sample of observations into several classes, together with the number of observations in each of them.  It acts as a useful summary of the main features of the da

Variance inflation factor, VIF is the abbreviation of variance inflation fa...

VIF is the abbreviation of variance inflation factor which is a measure of the amount of multicollinearity that exists in a set of multiple regression variables. *The VIF value

Doubly multivariate data, This term is sometimes used for the data collecte...

This term is sometimes used for the data collected in those longitudinal studies in which more than the single response variable is recorded for each subject on each occasion. For

Factorization theorem, The theorem relating structure of the likelihood to ...

The theorem relating structure of the likelihood to the concept of the sufficient statistic. Officially the necessary and sufficient condition which a statistic S be sufficient for

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