Why do you use the following test? What is the Null hypothesis? Interpret the results.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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Assume that the following tables are the results of Diagnostic tests.

  1. Why do you use the following test? What is the Null hypothesis? Interpret the results.

 

White Test

 

 

 

 

 

 

 

 

 

 

 

F-statistic

3.017495

    Prob. F(14,29)

0.58

Obs*R-squared

26.08995

    Prob. Chi-Square(14)

0.52

 

 

 

 

 

 

 

 

 

 

 

 

  1. Why do you use the following test? What is the Null hypothesis? Interpret the results.

 

Lagrange multiplier (LM) test

 

 

 

 

 

 

 

 

 

 

 

F-statistic

22.78404

    Prob. F(1,38)

0.0000

Obs*R-squared

16.49278

    Prob. Chi-Square(1)

0.0000

 

 

 

 

 

 

 

 

 

 

 

  1. Why do you use the following test? How can you interpret the results?

 



Variance Inflation Factors

 

 

 

 

 

 

 

 

 

 

Coefficient

Uncentered

Centered

Variable

Variance

VIF

VIF

 

 

 

 

 

 

 

 

X1

 0.001438

 22.72241

 2.182004

X2

 9.97E-06

 60.45703

 1.131453

X3

 0.000168

 21.79071

 1.616571

X4

 2.29E-26

 55.52573

 2.024407

C

 67.86763

 200.8165

 NA

 

 

 

 

 

 

 

 

 

 

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