(c) Use information in column (2) of table 1 to conduct a formal test ofheteroskedasticity. The dependent variable is the square of the residualsfrom column (1), while the independent variables are polynomials in thepredicted values from column (1). Formally state your hypothesis andexplain why this represents a test of heteroskedasticity. Use a 1% levelof significance. Note that if an equation has no covariates, R² = 0. (1)Cheat(2)(3)Cheat(4)Cheat(5)Cheat(6)Agg(7)Cheat(8)Agg(9)Cheat-7.088-0.148(0.085)*0.196(0.006)***Aggregate-0.348-0.158-0.163-0.382(0.033)***Firstyear | 0.195(0.006)***(0.039)*** (0.023)***0.093(0.035)***0.195(0.571)***0.0910.5810.000-0.003(0.044)***-0.622(0.005)***(0.006)*** (0.002)(0.005)*** (0.002)Agg x First(0.071)***P(cheat|x)(1)0.189(0.133)P(cheat|x)(1)2.096(1.174)*P(cheat|x)(1)-0.863(2.983)Ethics Mark-0.3570.052(0.030)***(0.015)***Programme0.0170.072(0.007)**(0.002)***û1 st6.925-0.234(0.572)***4.435(0.092)**0.133(0.009)*** (0.357)*** | (0.001)*** (0.053)**0.100Constant0.2580.0260.1400.3220.2740.5940.599(0.021)***0.10010000(0.004)***0.109(0.024)***0.106(0.023)***0.085(0.022)***0.0856974R0.1000.0020.146N100001000069741000069741000010000NOTES: Coefficients with standard error in parentheses. û1) and P(cheat|x)(1) in Column (2) are respectively the residuals and predicted valuesfrom the equation in column (1). û1st is the residual from the previous column. *p < 0.1; **p<0.05;***p< 0.01Table 1: Linear Probability Models of cheating, with supplementary information

h0: no heteroskedasticity h1: there is heteroskedasticity

Use information in column (2) of table 1 to conduct a formal test of heteroskedasticity. The dependent variable is the square of the residuals from column (1), while the independent variables are polynomials in the predicted values from column (1). Formally state your hypothesis and explain why this represents a test of heteroskedasticity. Use a 1% level of significance. Note that if an equation has no covariates, R² = 0.

Use information in column (2) of table 1 to conduct a formal test of heteroskedasticity. The dependent variable is the square of the residuals from column (1), while the independent variables are polynomials in the predicted values from column (1). Formally state your hypothesis and explain why this represents a test of heteroskedasticity. Use a 1% level of significance. Note that if an equation has no covariates, R² = 0.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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