public class Glejser extends Heteroskedasticity
N, residuals
Constructor and Description |
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Glejser(LMResiduals residuals)
Perform the Glejser test to test for heteroskedasticity in a linear regression model.
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Modifier and Type | Method and Description |
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OLSRegression |
getAuxiliaryRegression()
Define the transformation of residuals.
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getAlternativeHypothesis, getAuxiliaryOLSRegression, getNullHypothesis, getX2, pValue, statistics
isNullRejected, nGroups, nObs, oneSidedPvalue
public Glejser(LMResiduals residuals)
residuals
- the Residuals
object from an OLS regressionpublic OLSRegression getAuxiliaryRegression()
Heteroskedasticity
getAuxiliaryRegression
in class Heteroskedasticity
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