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

Describe population pyramid, Population pyramid : The diagram designed to s...

Population pyramid : The diagram designed to show the comparison of the human population by sex and age at a given instant time, consisting of a pair of the histograms, one for eve

Completeness, Completeness : A term applied to a statistic t when there is ...

Completeness : A term applied to a statistic t when there is only one function of that the statistic which can have the given expected value. If, for instance, the one function of

Observational study, Observational study   is the study in which the object...

Observational study   is the study in which the objective is to discover cause-and-effect relationships but in which it is not feasible to use the controlled experimentation, in th

Bonferroni correction, Bonferroni correction : A procedure for guarding aga...

Bonferroni correction : A procedure for guarding against the rise in the probability of a type I error when performing the multiple signi?cance tests. To maintain probability of a

Complier average causal effect (cace), Complier average causal effect (CACE...

Complier average causal effect (CACE): The treatment effect amid true compliers in the clinical trial. For the suitable response variable, the CACE is given by the difference in o

Latin square, Latin square  is an experimental design targeted at removing ...

Latin square  is an experimental design targeted at removing from the experimental error the variation from two extraneous sources so that a more sensitive test of the treatment ef

Regression, what are tests for residual with nonconstant variance in regres...

what are tests for residual with nonconstant variance in regression diagnostic checking?

Random success probability, a psychic claims to be able to "feel colors" th...

a psychic claims to be able to "feel colors" there are three pieces of colored paper(red, blue,green) he will place his hand on radomly selected pieces while blindfolded. you perfo

Analysis of variance, Thomas Economic Forecasting, Inc. and Harmon Economet...

Thomas Economic Forecasting, Inc. and Harmon Econometrics have the same mean error in forecasting the stock market over the last ten years. However, the standard deviation for Thom

Procrustes analysis, Procrustes analysis is a technique of comparing the a...

Procrustes analysis is a technique of comparing the alternative geometrical representations of a group of multivariate data or of the proximity matrix, for instance, two competing

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