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

Describe probability distribution, Probability distribution : For the discr...

Probability distribution : For the discrete random variable, a mathematical formula which provides the probability of each value of variable. See, for instance, binomial distributi

Bivariate boxplot, Bivariate boxplot : A bivariate analogue of boxplot in w...

Bivariate boxplot : A bivariate analogue of boxplot in which the inner area contains 50%of the data, and a 'fence' helps to identify the potential outliers. Robust methods or techn

Partial autocorrelation function, The graph for Partial Autocorrelation Fun...

The graph for Partial Autocorrelation Function for RES1 shows that there is no autocorrelation even though there are alternating spikes because they fall inside the 5% significance

Direct edacyclic graph, Formal graphical representation of the "causal diag...

Formal graphical representation of the "causal diagrams" or the "path diagrams" where the  relationships are directed but acyclic (that is no feedback relations allowed). Plays an

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

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

elements , importance, limitation, and theories

Multimodal distribution, what is pdf,mean & variance for multimodal distrib...

what is pdf,mean & variance for multimodal distribution?

Back-projection, Back-projection: A term most often applied to the procedu...

Back-projection: A term most often applied to the procedure for reconstructing plausible HIV incidence curves from the AIDS incidence data. The method or technique assumes that th

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