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The scatter plot of SRES1 versus totexp demonstrates that there is non-linear relationship that exists as most of the points are below and above zero. The scatter plot show that there many vertical structural breaks clearly visible. There are many outliers that can be seen and are obvious when analyzing these scatter plot. There is no leverage or influential points that are determining the slope of the line of best fit. There is no heteroscedasticity in this scatter graph which means there is constant variance. This scatter plot is very similar to the scatter plots conducted in the original regression which included the 17 outliers that I removed.
The scatter plot of SRES1 versus income demonstrates that there is a non-linear relationship that exists as points are randomly above or below zero and there are no vertical structural breaks. There is a cluster of data points clearly visible. There are outliers that can be seen and are obvious when analyzing the scatter plot. There is no leverage or influential points that are determining the slope of the line of best fit. There is no heteroscedasticity in this scatter graphs which means there is constant variance. This scatter plot is very similar to the scatter plots conducted in the original regression which included the 17 outliers that I removed.
Biplots: It is the multivariate analogue of the scatter plots, which estimates the multivariate distribution of the sample in a few dimensions, typically two and superimpose on th
Procrustes analysis is a technique of comparing the alternative geometrical representations of a group of multivariate data or of the proximity matrix, for instance, two competing
Multi co linearity is the term used in the regression analysis to indicate situations where the explanatory variables are related by a linear function, making the inference of the
O'Brien's two-sample tests are the extensions of the conventional tests for assessing the differences between treatment groups which take account of the possible heterogeneous nat
Gllamm is a program which estimates the generalized linear latent and mixed models by the maximum likelihood. The models which can be fitted include structural equation models mul
#how to analyse data
ain why the simulated result doesn''t have to be exact as the theoretical calculation
Harris and Stevens forecasting is the method of making short term forecasts in the time series which is subject to abrupt changes in pattern and the transient effects. Instances o
Principal components analysis is a process for analysing multivariate data which transforms original variables into the new ones which are uncorrelated and account for decreasing
Mardia's multivariate normality test is a test that a set of the multivariate data arise from the multivariate normal distribution against departures due to the kurtosis. The test
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