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

Finite population correction, This term sometimes used to describe the extr...

This term sometimes used to describe the extra factor in variance of the sample mean when n sample values are drawn without the replacement from the finite population of size N. Th

Randomized consent design, Randomized consent design is the design at firs...

Randomized consent design is the design at first introduced to overcome some of the perceived ethical problems facing clinicians entering patients in the clinical trials including

Dirichlet process, The distribution over distributions in the sense that ea...

The distribution over distributions in the sense that each draw from the process is itself the distribution. The name Dirichlet process or procedure is due to the fact that the ?ni

Queuing theory, 1) Let N1(t) and N2(t) be independent Poisson processes wit...

1) Let N1(t) and N2(t) be independent Poisson processes with rates, ?1 and ?2, respectively. Let N (t) = N1(t) + N2(t). a) What is the distribution of the time till the next epoch

Barnard, Barnard, George Alfred (1915^2002) : Born in Walthamstow in the ea...

Barnard, George Alfred (1915^2002) : Born in Walthamstow in the east of London, Barnard achieved a scholarship to St. John's College, Cambridge, from where he graduated in the math

Zero-inflated poisson regression, Zero-inflated Poisson regression is  the...

Zero-inflated Poisson regression is  the model for count data with the excess zeros. It supposes that with probability p the only possible observation is 0 and with the probabilit

Linear regression assignment help, Using World Bank (2004) World Developmen...

Using World Bank (2004) World Development Indicators; Washington: International Bank for Reconstruction & Development/ The World Bank, located in the reference section of the Learn

Hot deck, Hot deck is a method broadly used in surveys for imputing the mi...

Hot deck is a method broadly used in surveys for imputing the missing values. In its easiest form the method includes sampling with replacement m values from the sample respondent

Tests for heteroscedasticity, Lagrange Multiplier (LM) test The Null Hy...

Lagrange Multiplier (LM) test The Null Hypothesis - H0: There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1:  There is heteroscedasticity i.e. β 1

Mean-range plot, Mean-range plot   is the graphical tool or device usefu...

Mean-range plot   is the graphical tool or device useful in selecting a transformation in the time series analysis. The range is plotted against the mean for each of the seasona

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