Glejsers test, Advanced Statistics

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.

Posted Date: 3/4/2013 6:02:35 AM | Location : United States







Related Discussions:- Glejsers test, Assignment Help, Ask Question on Glejsers test, Get Answer, Expert's Help, Glejsers test Discussions

Write discussion on Glejsers test
Your posts are moderated
Related Questions
ain why the simulated result doesn''t have to be exact as the theoretical calculation

Range is the difference between the largest and smallest observations in the data set. Commonly used as an easy-to-calculate measure of the dispersion in the set of observations b

Projection pursuit is a procedure for attaning a low-dimensional (usually two-dimensional) representation of the multivariate data, which will be particularly useful in revealing

Blinding : A procedure used in clinical trials to get rid of the possible bias which might be introduced if the patient and/or the doctor knew which treatment the patient is receiv

Weathervane plot is the graphical display of the multivariate data based on bubble plot. The latter is enhanced by the addiction of the lines whose lengths and directions code the


Technically the multivariate analogue of the quasi-likelihood with the same feature that it leads to consistent inferences about the mean responses without needing specific supposi

Captures recapture sampling : Another approach to a census for estimating the size of population, which operates by sampling the population number of times, identifying the individ

Conjoint analysis : The method used basically in market research which is similar in many respects to the various dimensional scaling. The method attempts to assign values to the l

Reciprocal transformation is a transformation of the form y =1/x, which is specifically useful for certain types of variables. Resistances, for instance, become conductances, and