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 |
|---|---|
OLSRegression |
getAuxiliaryRegression()
Define the transformation of residuals.
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getAlternativeHypothesis, getAuxiliaryOLSRegression, getNullHypothesis, getX2, pValue, statisticsisNullRejected, nGroups, nObs, oneSidedPvaluepublic Glejser(LMResiduals residuals)
residuals - the Residuals object from an OLS regressionpublic OLSRegression getAuxiliaryRegression()
HeteroskedasticitygetAuxiliaryRegression in class HeteroskedasticityCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.