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
The method of summarizing the large amounts of data by forming the frequency distributions, scatter diagrams, histograms, etc., and calculating statistics like means variances and

In the network shown below, the rst of the two numbers on each arc indicates the arc capacity and the second (in parentheses) of the two numbers indicates the current  flow. Use t

Multiple imputation : The Monte Carlo technique in which missing values in the data set are replaced by m> 1 simulated versions, where m is usually small (say 3-10). Each of simula

The term which is used in the industrial experimentation, where there is commonly a large set of candidate factors believed to have the possible significant influence on the respon

Probabilistic matching is a method developed to maximize the accuracy of the linkage decisions based on the level of agreement and disagreement among the identifiers on different

Window estimates is a term which occurs in the context of the both frequency domain and time domain estimation for the time series. In the previous it generally applies to weights

Geo statistics: The body of methods useful for understanding and modelling spatial variability in a course of interest. Central to these techniques is the idea that measurements t

The biggest and smallest variate values among the sample of observations. Significant in various regions, for instance flood levels of the river, speed of wind and snowfall.

Conditional logistic regression : The form of logistic regression designed to work with the clustered data, such as data including matched pairs of the subjects, in which subject-s

Human height growth curves : The growth of human height is, in common, remarkably regular, apart from the pubertal growth spurt. The satisfactory longitudinal development curve is