Parks test, Advanced Statistics

Assignment Help:

The Null Hypothesis - H0: β1 = 0 i.e. there is homoscedasticity errors and no heteroscedasticity exists

The Alternative Hypothesis - H1: β1 ≠ 0 i.e. there is no homoscedasticity error and there is heteroscedasticity

MTB > let c33=loge(c20)

MTB > let c34=loge(c7)

MTB > let c35=loge(c8)

MTB > let c36=loge(c9)

MTB > let c37=loge(c10)

C33 = lnsqres

C34 = lntotexp

C35 = lnincome

C36 = lnage

C37 = lnnk

 

Regression Analysis: lnsqres versus lntotexp

The regression equation is

lnsqres = - 5.41 - 0.155 lntotexp

 

Predictor     Coef  SE Coef      T      P

Constant   -5.4069   0.6430  -8.41  0.000

lntotexp   -0.1550   0.1420  -1.09  0.275

 

S = 2.15075   R-Sq = 0.1%   R-Sq(adj) = 0.0%

Analysis of Variance

Source               DF        SS     MS     F      P

Regression         1     5.515  5.515  1.19  0.275

Residual Error  1517  7017.227  4.626

Total                1518  7022.743

Since β1 ≠ 0 and is 0.155, H1 would be accepted suggesting that there are no homoscedasticity errors but there is indication that there is heteroscedasticity.

 

Regression Analysis: lnsqres versus lnincome

The regression equation is

lnsqres = - 5.77 - 0.070 lnincome

 

Predictor     Coef  SE Coef      T      P

Constant   -5.7687   0.7111  -8.11  0.000

lnincome   -0.0698   0.1465  -0.48  0.634

 

S = 2.15143   R-Sq = 0.0%   R-Sq(adj) = 0.0%

Analysis of Variance

Source               DF        SS     MS     F      P

Regression         1     1.050  1.050  0.23  0.634

Residual Error  1517  7021.693  4.629

Total                1518  7022.743

Since β1 ≠ 0 and is 0.070, H1 would be accepted suggesting that there are no homoscedasticity errors but there is indication that there is heteroscedasticity.

Regression Analysis: lnsqres versus lnage

The regression equation is

lnsqres = - 7.23 + 0.315 lnage

 

Predictor     Coef  SE Coef      T      P

Constant   -7.2276   0.9125  -7.92  0.000

lnage         0.3155   0.2563   1.23  0.219

 

S = 2.15052   R-Sq = 0.1%   R-Sq(adj) = 0.0%

 

Analysis of Variance

Source                DF        SS     MS     F      P

Regression          1      7.007  7.007  1.52  0.219

Residual Error    1517  7015.736  4.625

Total                  1518  7022.743

Since β1 ≠ 0 and is 0.315, H1 would be accepted suggesting that there are no homoscedasticity errors but there is indication that there is heteroscedasticity.

Regression Analysis: lnsqres versus lnnk

The regression equation is

lnsqres = - 5.99 - 0.281 lnnk

Predictor     Coef        SE Coef           T      P

Constant   -5.98771  0.08819  -67.89  0.000

lnnk           -0.2812   0.1631   -1.72  0.085

 

S = 2.14949   R-Sq = 0.2%   R-Sq(adj) = 0.1%

Analysis of Variance

Source            DF        SS          MS            F      P

Regression      1       13.738    13.738  2.97  0.085

Residual Error 1517  7009.004  4.620

Total               1518  7022.743

Since β1 ≠ 0 and is 0.281, H1 would be accepted suggesting that there are no homoscedasticity errors but there is indication that there is heteroscedasticity.

MTB > # lntotexp is significant and estimate of beta/2 is -0.155/2 or -0.775


Related Discussions:- Parks test

Residual calculation, Regression line drawn as y= c+ 1075x ,when x was2, an...

Regression line drawn as y= c+ 1075x ,when x was2, and y was 239,given that y intercept was 11. Calculate the residual ?

Naor''s distribution, Naor's distribution is the discrete probability dist...

Naor's distribution is the discrete probability distribution which arises from the following model; Assume an urn contains n balls of which one is red and the remainder is whit

G, sfdgfdg

sfdgfdg

Explain lattice distribution, Lattice distribution : A class of probability...

Lattice distribution : A class of probability distributions to which most of the distributions for discrete random variables used in statistics belongs. In such type of distributio

Computer-aided diagnosis, Computer-aided diagnosis : The computer programs ...

Computer-aided diagnosis : The computer programs which are designed to support clinical decision making. In common, such systems are based on the repeated application of the Bay

T-test , Ha: If hyperlipidemia is believed to be a side effect of second-ge...

Ha: If hyperlipidemia is believed to be a side effect of second-generation antipsychotics (SGAs), then Hispanic patients with SGAs treatment will have the higher frequency of devel

Factor, The term used in a variety of methods in statistics, but mostly to ...

The term used in a variety of methods in statistics, but mostly to refer to the categorical variable, with a less number of levels, under examination in an experiment as a possible

Function of Power, In an experiment, power is a function of 1. The number o...

In an experiment, power is a function of 1. The number of variables being measured and the beta level 2. The effect size, internal validity and the beta level 3. The number of part

Mendelian randomization, Mendelian randomization is the term applied to th...

Mendelian randomization is the term applied to the random assortment of alleles at the time of gamete formation, a process which results in the population distributions of genetic

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

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