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

Business forcastin.., elements , importance, limitation, and theories

elements , importance, limitation, and theories

Statistical methods with financial applications, The marketing manager of H...

The marketing manager of Handy Foods Ltd. is concerned with the sales appeal of one of the company's present label for one of its products. Market research indicates that supermark

Current status data, The Current status data arise in the survival analysis...

The Current status data arise in the survival analysis if the observations are limited to the indicators of whether or not the event of interest has happened at the time the sample

Construct the de bruijn digraph, A directed graph is simple if each ordered...

A directed graph is simple if each ordered pair of vertices is the head and tail of at most one edge; one loop may be present at each vertex. For each n ≥ 1, prove or disprove the

Non parametric maximum likelihood (npml), Non parametric maximum likelihood...

Non parametric maximum likelihood (NPML) is a likelihood approach which does not need the specification of the full parametric family for the data. Usually, the non parametric max

Goodmanand kruskal measures of association, Goodmanand kruskal measures of ...

Goodmanand kruskal measures of association is the measures of associations which are useful in the situation where two categorical variables cannot be supposed to be derived from

Convex hull trimming, Convex hull trimming : A procedure which can be appli...

Convex hull trimming : A procedure which can be applied to the set of bivariate data to permit robust estimation of the Pearson's product moment correlation coef?cient. The points

Analysis of variance, Thomas Economic Forecasting, Inc. and Harmon Economet...

Thomas Economic Forecasting, Inc. and Harmon Econometrics have the same mean error in forecasting the stock market over the last ten years. However, the standard deviation for Thom

Uncertainty analysis, Uncertainty analysis is the process for assessing th...

Uncertainty analysis is the process for assessing the variability in the outcome variable that is due to the uncertainty in estimating the values of input parameters. A sensitivit

Morbidity, Morbidity is the term used in the epidemiological studies to de...

Morbidity is the term used in the epidemiological studies to describe sickness in the human populations. The WHO Expert Committee on the Health Statistics noted in its sixth repor

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