Glejser’s test, Advanced Statistics

Assignment Help:

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.


Related Discussions:- Glejser’s test

Business forcastin.., elements , importance, limitation, and theories

elements , importance, limitation, and theories

Baddeley''smetric, Baddeley'smetric : A manner of measuring the 'error' in ...

Baddeley'smetric : A manner of measuring the 'error' in the image processing technique or method. The metric is derived using the fundamental theory from the stochastic geometry an

Behrens fisher problem, Behrens Fisher problem : The difficulty of testing ...

Behrens Fisher problem : The difficulty of testing for the equality of the means of the two normal distributions which do not have the equal variance. Various test statistics have

Assignment, i need help for my assignment and the deadline is Friday

i need help for my assignment and the deadline is Friday

Collector''s problem, Collector's problem : A problem which derives from th...

Collector's problem : A problem which derives from the schemes in which packets of a particular brand of coffe, cereal etc., are sold with coupons, cards, or other tokens. There ar

Parks test, The Null Hypothesis - H0: β 1 = 0 i.e. there is homoscedastici...

The Null Hypothesis - H0: β 1 = 0 i.e. there is homoscedasticity errors and no heteroscedasticity exists The Alternative Hypothesis - H1: β 1 ≠ 0 i.e. there is no homoscedasti

Case-cohort study, Case-cohort study : The research design in epidemiology ...

Case-cohort study : The research design in epidemiology which involves the sampling of controls at the outset of the study that is to be compared with the cases from the cohort. Th

Mixture experiment, Mixture experiment is an experiment in which the two o...

Mixture experiment is an experiment in which the two or more ingredients are blended together to form an end product. The measurements are taken on the several blends of the ingre

Explain jelinski moranda model, Jelinski  Moranda model is t he model of ...

Jelinski  Moranda model is t he model of software reliability which supposes that failures occur according to the Poisson process with a rate decreasing as more faults are diagnos

Conjoint analysis, Conjoint analysis : The method used basically in market ...

Conjoint analysis : The method used basically in market research which is similar in many respects to the various dimensional scaling. The method attempts to assign values to the l

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd