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

Half-normal plot is a  plot for diagnosing the model inadequacy or revealing the presence of outliers, in which the absolute values of, for instance, the residuals from the multipl

Per-experiment error rate is the possibility of the incorrectly rejecting at least one null hypothesis or assumption in the experiment including one or more tests or comparisons,

The Null Hypothesis - H0:  γ 1 = γ 2 = ...  =  0  i.e.  there is no heteroscedasticity in the model The Alternative Hypothesis - H1:  at least one of the γ i 's are not equal

Resentful demoralization is the possible phenomenon in the clinical trials and intervention studies in which comparison groups not attaining a perceived desirable treatment become

Mosaic displays  is the graphical display of the standardized residuals from the fitting a log-linear model to a contingency table in which the colour and outline of the mosaic's '

Looking for the correct answer.Y=50+.079(149)-.261(214)=

Multi-hit model is the model for a toxic response which results from the random occurrence of one or the more fundamental biological events. A response is supposed to be induced o

A two-step distillation and mixing process is shown in the figure. The system operates at steady-state conditions and there are no chemical reactions. The known flow rates and comp

The risk of being able to recognize the respondent's confidential information in the data set. Number of approaches has been proposed to measure the disclosure risk some of which c