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

#title.Decision Models., I have a problem I am trying to solve. An oil comp...

I have a problem I am trying to solve. An oil company thinks that there is a 60% chance that there is oil in the land they own. Before drilling they run a soil test. When there is

Statistical and Numerical methods using C ++, Write a c++ program to find t...

Write a c++ program to find the sum of 0.123 ? 10 3 and 0.456 ? 10 2 and write the result inthree significant digits.

Independent or Dependent variable, Whats the independent variable in the fo...

Whats the independent variable in the following sentence? -1) In a drug prevention program for boys and girls, will family-participation result in effective drug use reduction?

Degenerate distributions, The special cases of the probability distribution...

The special cases of the probability distributions in which the random variable's distribution is concentrated at one point only. For instance, a discrete uniform distribution when

Bioassay, Bioassay : It is an abbreviation of biological assay, which in it...

Bioassay : It is an abbreviation of biological assay, which in its classical form includes an experiment conducted on biological material to determine relative potency of test and

Inferetial statistics, wat iz z difference b/n logistic regression and mul...

wat iz z difference b/n logistic regression and multiple regression analysis /

Describe law of likelihood, Law of likelihood : Within framework of the sta...

Law of likelihood : Within framework of the statistical model, a particular set of data supports one statistical hypothesis or assumption better than another if the likelihood of t

Define kappa coefficient, Kappa coefficient : The chance corrected index of...

Kappa coefficient : The chance corrected index of the agreement between, for instance, judgements and diagnoses made by the two raters. Calculated as the ratio of the noticed exces

Explain initial data analysis (ida), Initial data analysis (IDA): The firs...

Initial data analysis (IDA): The first phase in the examination of the data set which comprises  number of informal steps including the following steps * checking the quality o

Glim, Glim is the software package specifically suited for fitting the gen...

Glim is the software package specifically suited for fitting the generalized linear models (the acronym stands for the Generalized Linear Interactive Modelling), including the log

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