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

Buffon''s needle problem, Buffon's needle problem : A problem proposed and ...

Buffon's needle problem : A problem proposed and solved by the scientist Comte de Buffon in 1777 which includes determining the probability, p, which a needle of length l will inte

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

Doubly ordered contingency tables, The contingency tables in which the row ...

The contingency tables in which the row and column both the categories follow a natural order. An instance for this might be, drug toxicity ranging from mild to severe, against the

Explain kleiner hartigan trees, Kleiner Hartigan trees is a technique for ...

Kleiner Hartigan trees is a technique for displaying the multivariate data graphically as the 'trees' in which the values of the variables are coded into length of the terminal br

Quatitative methods, An oil company is considering whether or not to bid fo...

An oil company is considering whether or not to bid for an offshore drilling contract. If they bid, the value would be $600m with a 65% chance of gaining the contract. The company

Descriptive statistics, how to describe association between quantitative an...

how to describe association between quantitative and categorical variables

Bimodal distribution, Bimodal distribution : The probability distribution, ...

Bimodal distribution : The probability distribution, or we can simply say the frequency distribution, with two modes. Figure 15 shows the example of each of them

Window estimates, Window estimates is a term which occurs in the context o...

Window estimates is a term which occurs in the context of the both frequency domain and time domain estimation for the time series. In the previous it generally applies to weights

Basic reproduction number, Basic reproduction number : A term used in the t...

Basic reproduction number : A term used in the theory of infectious diseases for the number of secondary cases which one case would generate in a completely susceptible population.

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