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

Bioinformatics, Bioinformatics : Essentially the application of the informa...

Bioinformatics : Essentially the application of the information theory to biology to deal with the deluge of the information resulting from the advances in molecular biology. The m

Explain prevalence, Prevalence : The measure of the number of people in a p...

Prevalence : The measure of the number of people in a population who have a certain disease at a given point in time. It c an be measured by two methods, as point prevalence and p

Business statistics, I need you to help me for Business Statistics class wi...

I need you to help me for Business Statistics class with homework quizzes. Can you help to do it?

Case series, Case series : It is the series of reports on the condition of ...

Case series : It is the series of reports on the condition of the individual patients made by treating physician. Such reports might be helpful and informative for the rare disease

Describe item-total correlation, Item-total correlation is an  extensively...

Item-total correlation is an  extensively used method for checking the homogeneity of the scale made up of number of items. It is simply the Pearson's product moment correlation c

Rational –experiential inventory, Demographic data: Age: continuous vari...

Demographic data: Age: continuous variable Gender: categorical variable with males coded 1, females coded 2. Relationship status: categorical variable 1 to 5. Rational

Hazard regression, Hazard regression is the procedure for modeling the haz...

Hazard regression is the procedure for modeling the hazard function which does not depend on the suppositions made in Cox's proportional hazards model, namely that the log-hazard

White''s general heteroscedasticity test, The Null Hypothesis - H0:  γ 1 =...

The Null Hypothesis - H0:  γ 1 = γ 2 = ...  =  0  i.e.  there is no heteroscedasticity in the model The Alternative Hypothesis - H1:  at least one of the γ i 's are not equal

Blinder oaxaca method, Blinder Oaxaca method: A method or technique used f...

Blinder Oaxaca method: A method or technique used for assessing the effect of the role of income on racial wealth gap. The method or technique is based on the decomposition of the

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

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