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
Consolidated Standards for Reporting Trials (CONSORT) statement : The protocol for reporting the results of the clinical trials. The core contribution of the statement comprises of

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 th

Normality - Reasons for Screening Data Prior to analyzing multivariate normality, one should consider univariate normality Histogram, Normal Q-Qplot (values on x axis

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

Basic reproduction number : A term used in the theory of infectious diseases for the number of secondary cases which one case would generate in a completely susceptible population.

Random allocation is a technique for creating the treatment and control groups particularly in accordance of the clinical trial. Subjects receive the active treatment or the place

The division of a sample of observations into several classes, together with the number of observations in each of them.  It acts as a useful summary of the main features of the da

Suppose that $4 million is available for investment in three projects.  The probability distribution of the net present value earned from each project depends on how much is invest

facts and statistics about daycare