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

Clinical vs. statistical significance, Clinical vs. statistical significanc...

Clinical vs. statistical significance : The distinction among results in terms of their possible clinical importance rather than simply in terms of their statistical importance. Wi

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

Inliers, Inliers is the term used for the observations most likely to be s...

Inliers is the term used for the observations most likely to be subject to error in situations where the dichotomy is developed by making a ‘cut’ on an ordered scale, and where th

Component bar chart, Component bar chart : A bar chart which shows the comp...

Component bar chart : A bar chart which shows the component parts of the aggregate represented by the whole length of the bar. The component parts are shown as the sectors of bar w

Mean, You have learned that there are 3 major central measures of any data ...

You have learned that there are 3 major central measures of any data set. Namely: mean, median, and mode. Which of the three, do the outliers affect the most?

Mixture experiment, Mixture experiment is an experiment in which the two o...

Mixture experiment is an experiment in which the two or more ingredients are blended together to form an end product. The measurements are taken on the several blends of the ingre

Marginal matching, Marginal matching is the matching of the treatment grou...

Marginal matching is the matching of the treatment groups in terms of means or other summary characteristics of matching variables. This has been shown to be almost as efficient a

Statistcal computing flow charts for sums, 1. define statistical algorithms...

1. define statistical algorithms 2. write the flow charts for statistical algorithms for sums, squares and products. 3. write flow charts for statistical algorithms to generates ra

Last observation carried forward, Last observation carried forward is a te...

Last observation carried forward is a technique for replacing the observations of the patients who drop out of the clinical trial carried out over a time period. It consists of su

Pre analysis data screening, need answers to questions in book advanced and...

need answers to questions in book advanced and multivariate statistical methods

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