Displaying 7 results from an estimated 7 matches for "homoskedasticity".
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homoscedasticity
2009 Sep 18
1
some irritation with heteroskedasticity testing
...ta: reg
GQ = 1.7092, df1 = 327, df2 = 327, p-value = 7.93e-07
studentized Breusch-Pagan test
data: reg
BP = 15.8291, df = 23, p-value = 0.92
Breusch-Pagan test
data: reg
BP = 377.5604, df = 23, p-value < 2.8e-18
bptest and gq.test sport pretty straight forward examples saying the
H0 = homoskedasticity. The ncv.test clarifies the same in its
description. Thus the studentized bptest appears to be the only one to
support my first intuition from the graphical solution. I am really
disturbed what to do know and how to interpret my results... Can
someone lead the way ?
thx in advance
matt
USING TOBIT OR WHAT ALTERNATIVE WHEN DATA ARE PANEL AND HETEROSKEDASTIC AND PROBABLY AUTOCORRELATED?
2008 Aug 28
0
USING TOBIT OR WHAT ALTERNATIVE WHEN DATA ARE PANEL AND HETEROSKEDASTIC AND PROBABLY AUTOCORRELATED?
...ts ML estimator, which I see have just been developed in an R
package called “sampleSelection.” But in that case, I have I would
guess in my ignorance that I’m way biased because it assumes specific
error distributions and that they are homoskedastic. (I could transform
the data in advance to get homoskedasticity if necessary). I could make
an instrument for probability(y*>0) and multiply that by each
observation of permits, avoiding distributional assumptions in e (but
not in prob(y*>0)), but would that give me really high variance? (And
is there an easier way to find variance than algebraically fi...
2008 Jun 06
0
bartlett-test
i a have transformed my data to data frame named df with only column names(no
rownames).each column represnt one sample with 3 observations (in deed
nrow(df)=3, and ncol(df)=92).in order to check homoskedasticity of variance
of my 92 samples i do:
bartlett.test(df)
it work and give me a result.but i'm afread of getting false result,knowen
that a call of such function require a vector of data x and a factor g . g
is omitted when x is a list of vector.
is the call that i do true?
is a data frame in my...
2010 Aug 02
1
Problems with normality req. for ANOVA
I am conducting an experiment with four independent variables each of which
has three or more factor levels. The sample size is quite large i.e. several
thousand. The dependent variable data does not pass a normality test but
"visually" looks close to normal so is there a way to compute the affect
this would have on the p-value for ANOVA or is there a way to perform an
nonparametric test
2005 Nov 08
1
Need advice about models with ordinal input variables
Dear colleagues:
I've been storing up this question for a long time and apologize for the
length and verbosity of it. I am having trouble in consulting with
graduate students on their research projects. They are using surveys to
investigate the sources of voter behavior or attitudes. They have
predictors that are factors, some ordered, but I am never confident in
telling them what
2004 Sep 07
1
Multiple comparisons in a non parametric case
Dear all,
I am conducting a full factorial analysis. I have one factor consisting
in algorithms, which I consider my treatments, and another factor made
of the problems I want to solve. For each problem I obtain a response
variable which is stochastic. I replicate the measure of this response
value 10 times.
When I apply ANOVA the assumptions do not hold, hence I must rely on non
parametric
2004 Oct 15
8
Testing for normality of residuals in a regression model
Hi all,
Is it possible to have a test value for assessing the normality of
residuals from a linear regression model, instead of simply relying on
qqplots?
I've tried to use fitdistr to try and fit the residuals with a normal
distribution, but fitdsitr only returns the parameters of the
distribution and the standard errors, not the p-value. Am I missing
something?
Cheers,
Federico