Given the residuals squared derived from the regression: Marks = ƒ(Study hours) Use the information from the following auxiliary regression (table attached) to conduct the Park test to detect for the presence of heteroscedasticity at a = 5%.
Given the residuals squared derived from the regression: Marks = ƒ(Study hours) Use the information from the following auxiliary regression (table attached) to conduct the Park test to detect for the presence of heteroscedasticity at a = 5%.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Given the residuals squared derived from the regression: Marks = ƒ(Study hours)
Use the information from the following auxiliary regression (table attached) to conduct the Park test to detect
for the presence of heteroscedasticity at a = 5%.
Expert Solution
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step 1: Background Information
VIEWStep 2: Estimation of the Auxiliary Regression
VIEWStep 3: Calculation of Predicted Values and Squared Residuals
VIEWStep 4: Estimation of the Regression of Squared Residuals on Predictor Variable
VIEWStep 5: Calculation of Park Test Statistic
VIEWStep 6: Conclusion
VIEWSolution
VIEWStep by step
Solved in 7 steps
Recommended textbooks for you
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman