Figure 1113

Residuals R^ and squared residuals (R2) on sales.

White Test

Using the R2 value and n = 18, we obtain nR2 = 5.2124, which, under the null hypothesis of no heteroscedasticity, has a chi-square distribution with 2 df [because there are two regres-sors in (11.7.6)]. The p value of obtaining a chi-square value of as much as 5.2124 or greater

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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