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

Completeness, Completeness : A term applied to a statistic t when there is ...

Completeness : A term applied to a statistic t when there is only one function of that the statistic which can have the given expected value. If, for instance, the one function of

Median, Median is the value in a set of the ranked observations which divi...

Median is the value in a set of the ranked observations which divides the data into two parts of equal size. When there are an odd number of observations the median is middle v

Randomization tests, Randomization tests are the procedures for determinin...

Randomization tests are the procedures for determining the statistical significance directly from the data with- out recourse to some particular sampling distribution. For instanc

Case-cohort study, Case-cohort study : The research design in epidemiology ...

Case-cohort study : The research design in epidemiology which involves the sampling of controls at the outset of the study that is to be compared with the cases from the cohort. Th

Frailty, A term usually used for unobserved individual heterogeneity. Such ...

A term usually used for unobserved individual heterogeneity. Such variation is of main concern in the medical statistics particularly in the analysis of the survival times where ha

Institutional surveys, Institutional surveys are the surveys in which the ...

Institutional surveys are the surveys in which the primary sampling units are the institutions, for instance, hospitals. Within each of the sampled institution, a sample of the pa

Explain isobologram., Isobologram  is a diagram used to characterize the in...

Isobologram  is a diagram used to characterize the interactions among jointly administered drugs or the chemicals. The contour of the constant response (that is the isobole), which

What is the expectation of the number of tosses required, Question 1 A box...

Question 1 A box contains 20 fuses of which 5 are defective If 2 fuses are chosen together at random what is the probability that both the fuses are defective? Question 2 A c

Ordinal variable, Ordinal variable is a measurement which allows a sample ...

Ordinal variable is a measurement which allows a sample of the individuals to be ranked with respect to some characteristic but where differences at different points of the scale

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