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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
Mauchly test is a test which a variance-covariance matrix of pair wise differences of responses in the set of longitudinal data is the scalar multiple of identity matrix, a proper
methods of determining trend in time series?
Classification and regression tree technique (CART): The alternative to the multiple regression and associated techniques or methods for determining subsets of the explanatory va
cholscores Treatment income ($000) Patient ID low Income? 0.6 Old 21.3 2 Yes 0.17 Old 27.2 13 Yes 0.69 New 27.1 16 Yes 1.09 Old 94.8
relevancy of time series in business management
Persson Rootze ´n estimator is an estimator for the parameters in the normal distribution when the sample is truncated so that all the observations under some fixed value C are re
Please help with following problem: : Let’s consider the logistic regression model, which we will refer to as Model 1, given by log(pi / [1-pi]) = 0.25 + 0.32*X1 + 0.70*X2 + 0.
Looking for the correct answer.Y=50+.079(149)-.261(214)=
Kaiser's rule is the rule frequently used in the principal components analysis for selecting the suitable the number of components. When the components are derived from correlati
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