Glejser’s 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 = 1.96155

MTB > Let c29=abs(c11)

MTB > let c30 = sqrt(c7)

MTB > let c31 = 1/(c7)

Regression Analysis: absolutness versus sqrttotexp, 1/totexp, sqtotexp

The regression equation is

absolutness = - 0.131 + 0.0153 sqrttotexp + 5.38 1/totexp - 0.000001 sqtotexp

Predictor          Coef          SE Coef          T         P        VIF

Constant       -0.13074     0.06910       -1.89  0.059

sqrttotexp     0.015309    0.005949      2.57  0.010  69.802

1/totexp          5.376        1.502            3.58  0.000  23.180

sqtotexp    -0.00000105  0.00000055  -1.90  0.057  21.096

S = 0.0535194   R-Sq = 1.5%   R-Sq(adj) = 1.3%

Analysis of Variance

Source               DF         SS        MS     F      P

Regression         3      0.065252  0.021751  7.59  0.000

Residual Error   1498 4.290756  0.002864

  Lack of Fit         26    0.062433  0.002401  0.84  0.702

  Pure Error       1472  4.228323  0.002873

Total           1501  4.356008

 2 rows with no replicates

Source      DF    Seq SS

sqrttotexp   1  0.016223

1/totexp     1  0.038664

sqtotexp     1  0.010364

Inverse Cumulative Distribution Function

Student's t distribution with 1498 DF

P( X <= x )        x

      0.975  1.96155

Since the ltoexp 3.58 > 1.96155 (CV), there is evidence to suggest that H0 would be rejected indicating that there is heteroscedasticity.

Posted Date: 3/5/2013 6:08:37 AM | Location : United States

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

Write discussion on Glejser’s test
Your posts are moderated
Related Questions
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 variables resulting from the recoding categorical variables with more than two categories into the sequence of binary variables. Marital status, for instance, if originally lab

It is used generally for the matrix which specifies a statistical model for a set of observations. For instance, in a one-way design with the three observations in one group, tw

The generalization of the normal distribution used for the characterization of functions. It is known as a Gaussian process because it has Gaussian distributed finite dimensional m

Data theory is anxious with how observations are transformed into data which can be analyzed. Data are thus viewed as the theory laden in the sense that the observations can be giv

Chebyshev's inequality: A statement about the proportion of the observations which fall within some number of the standard deviations of the mean for any of the probability distri

I do have a data of real gdp for each state and from 2000 to 2010 and I also have estimated population of illigel immigrants for each state from 2000 to 2010. In my thesis I am try

Non linear mapping (NLM ) is a technique for obtaining a low-dimensional representation of the set of multivariate data, which operates by minimizing a function of the differences

Likelihood is the probability of a set of observations provided the value of some parameter or the set of parameters. For instance, the likelihood of the random sample of n observ

Initial data analysis (IDA): The first phase in the examination of the data set which comprises  number of informal steps including the following steps * checking the quality o