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

Matching, Matching is the method of making a study group and a comparison ...

Matching is the method of making a study group and a comparison group comparable with respect to the extraneous factors. Generally used in the retrospective studies when selecting

Extreme value distribution, The probability distribution, f (x), of largest...

The probability distribution, f (x), of largest extreme can be given as    The location parameter, α is the mode and β is the scale parameter. The mean, variance skewn

Fibonacci distribution, The probability distribution of the various observa...

The probability distribution of the various observations is required to obtain the run of two successes in the series of Bernoulli trials with the probability of success equal to a

Cluster analysis, Cluster analysis : A set of methods or techniques for con...

Cluster analysis : A set of methods or techniques for constructing a sensible and informative classi?cation of an initially unclassi?ed set of data, using variable values observed

Bivariate boxplot, Bivariate boxplot : A bivariate analogue of boxplot in w...

Bivariate boxplot : A bivariate analogue of boxplot in which the inner area contains 50%of the data, and a 'fence' helps to identify the potential outliers. Robust methods or techn

Bioassay, Bioassay : It is an abbreviation of biological assay, which in it...

Bioassay : It is an abbreviation of biological assay, which in its classical form includes an experiment conducted on biological material to determine relative potency of test and

Intra Class Correlation, Can I use ICC for this kind of data? Wind Month ...

Can I use ICC for this kind of data? Wind Month Day Temp(DV) 7.4 5 1 67 8 5 2 72 12.6 5 3 74 11.5 5 4 62 I am taking temp as the dependent variable. There are many more values.

Explain isobologram., Isobologram  is a diagram used to characterize the in...

Isobologram  is a diagram used to characterize the interactions among jointly administered drugs or the chemicals. The contour of the constant response (that is the isobole), which

Homework and Assignment assistance for RES610 Course, Interested in 10 hour...

Interested in 10 hour program with twice a week tutoring for 1 hour each. Need tutor to assist with answering the assignment questions for the next 5 weeks.

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