TITLE 'CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY'.
DATA LIST FIXED REC=1
/ X 1-4 Y 6-8.
BEGIN DATA
0294 030
0247 032
0267 037
0358 044
0423 047
0311 049
0450 056
0534 062
0438 068
0697 078
0688 080
0630 084
0709 088
0627 097
0615 100
0999 109
1022 114
1015 117
0700 106
0850 128
0980 130
1025 160
1021 97
1200 180
1250 112
1500 210
1650 135
END DATA.
REGRESSION VARIABLES=X Y
/STATSTICS = DEFAULTS
/DESCRIPTIVES = DEFAULTS COV VARIANCE N XPROD
/DEPENDENT=Y
/METHOD = ENTER
/SCATTERPLOT = (Y,X), (*RESID,X).
COMPUTE TRDEP=Y/X.
COMPUTE TRIND=1/X.
REGRESSION VARIABLES=TRIND TRDEP
/DESCRIPTIVES = DEFAULTS COV VARIANCE N XPROD
/DEPENDENT=TRDEP
/METHOD = ENTER
/SCATTERPLOT = (TRDEP,TRIND),(*RESID,TRIND).
11 Jan 98 SPSS for Unix, Release 5.0 (IBM RS/6000) Page 1
19:44:01 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
For IBM AIX 3.2. sigma.oac.ucla.edu SPSS ID 265665
-> TITLE 'CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY'.
-> DATA LIST FIXED REC=1
-> / X 1-4 Y 6-8.
This command will read 1 records from the command file
Variable Rec Start End Format
X 1 1 4 F4.0
Y 1 6 8 F3.0
-> BEGIN DATA
-> 0294 030
-> 0247 032
-> 0267 037
-> 0358 044
-> 0423 047
-> 0311 049
-> 0450 056
-> 0534 062
-> 0438 068
-> 0697 078
-> 0688 080
-> 0630 084
-> 0709 088
-> 0627 097
-> 0615 100
-> 0999 109
-> 1022 114
-> 1015 117
-> 0700 106
-> 0850 128
-> 0980 130
-> 1025 160
-> 1021 97
-> 1200 180
-> 1250 112
-> 1500 210
-> 1650 135
-> END DATA.
Preceding task required .00 seconds CPU time; .13 seconds elapsed.
-> REGRESSION VARIABLES=X Y
-> /STATSTICS = DEFAULTS
-> /DESCRIPTIVES = DEFAULTS COV VARIANCE N XPROD
-> /DEPENDENT=Y
-> /METHOD = ENTER
-> /SCATTERPLOT = (Y,X), (*RESID,X).
There are 523,472 bytes of memory available.
The largest contiguous area has 523,128 bytes.
1124 bytes of memory required for REGRESSION procedure.
1296 more bytes may be needed for Residuals plots.
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 2
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Listwise Deletion of Missing Data
Mean Std Dev Variance Label
X 759.259 376.267 141576.815
Y 94.444 45.007 2025.641
N of Cases = 27
Correlation, Covariance, Cross-Product:
X Y
X 1.000 .881
141576.815 14916.688
3680997.185 387833.889
Y .881 1.000
14916.688 2025.641
387833.889 52666.667
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 3
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. Y
Descriptive Statistics are printed on Page 2
Block Number 1. Method: Enter
Variable(s) Entered on Step Number
1.. X
Multiple R .88084
R Square .77587
Adjusted R Square .76691
Standard Error 21.72930
Analysis of Variance
DF Sum of Squares Mean Square
Regression 1 40862.60266 40862.60266
Residual 25 11804.06401 472.16256
F = 86.54350 Signif F = .0000
------------------ Variables in the Equation ------------------
Variable B SE B Beta T Sig T
X .105361 .011326 .880836 9.303 .0000
(Constant) 14.448059 9.562012 1.511 .1433
End Block Number 1 All requested variables entered.
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 4
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. Y
Residuals Statistics:
Min Max Mean Std Dev N
*PRED 40.4722 188.2939 94.4444 39.6439 27
*RESID -53.2939 39.1186 .0000 21.3073 27
*ZPRED -1.3614 2.3673 .0000 1.0000 27
*ZRESID -2.4526 1.8003 .0000 .9806 27
Total Cases = 27
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 5
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
Standardized Scatterplot
Across - X Down - Y
Out ++-----+-----+-----+-----+-----+-----++
3 + + Symbols:
| . |
| | Max N
2 + . +
| | . 1.0
| . | : 2.0
1 + . +
| . : |
| . : . |
0 + :. . +
| .: |
| .. |
-1 + ..: +
| :. |
| |
-2 + +
| |
| |
-3 + +
Out ++-----+-----+-----+-----+-----+-----++
-3 -2 -1 0 1 2 3 Out
Standardized Scatterplot
Across - X Down - *RESID
Out ++-----+-----+-----+-----+-----+-----++
3 + + Symbols:
| |
| | Max N
2 + +
| . . . | . 1.0
| | : 2.0
1 + . . + * 3.0
| .. . |
| . |
0 + . .. +
| : ... : * |
| . . |
-1 + . +
| |
| . |
-2 + +
| . |
| |
-3 + +
Out ++-----+-----+-----+-----+-----+-----++
-3 -2 -1 0 1 2 3 Out
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 6
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
Preceding task required .05 seconds CPU time; .30 seconds elapsed.
-> COMPUTE TRDEP=Y/X.
-> COMPUTE TRIND=1/X.
-> REGRESSION VARIABLES=TRIND TRDEP
-> /DESCRIPTIVES = DEFAULTS COV VARIANCE N XPROD
-> /DEPENDENT=TRDEP
-> /METHOD = ENTER
-> /SCATTERPLOT = (TRDEP,TRIND),(*RESID,TRIND).
There are 523,168 bytes of memory available.
The largest contiguous area has 522,992 bytes.
1164 bytes of memory required for REGRESSION procedure.
1296 more bytes may be needed for Residuals plots.
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 7
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Listwise Deletion of Missing Data
Mean Std Dev Variance Label
TRIND .002 .001 .000
TRDEP .128 .023 .001
N of Cases = 27
Correlation, Covariance, Cross-Product:
TRIND TRDEP
TRIND 1.000 .164
.000 .000
.000 .000
TRDEP .164 1.000
.000 .001
.000 .013
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 8
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. TRDEP
Descriptive Statistics are printed on Page 7
Block Number 1. Method: Enter
Variable(s) Entered on Step Number
1.. TRIND
Multiple R .16420
R Square .02696
Adjusted R Square -.01196
Standard Error .02266
Analysis of Variance
DF Sum of Squares Mean Square
Regression 1 .00036 .00036
Residual 25 .01284 .00051
F = .69269 Signif F = .4131
------------------ Variables in the Equation ------------------
Variable B SE B Beta T Sig T
TRIND 3.803296 4.569745 .164196 .832 .4131
(Constant) .120990 .008999 13.445 .0000
End Block Number 1 All requested variables entered.
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 9
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
* * * * M U L T I P L E R E G R E S S I O N * * * *
Equation Number 1 Dependent Variable.. TRDEP
Residuals Statistics:
Min Max Mean Std Dev N
*PRED .1233 .1364 .1275 .0037 27
*RESID -.0415 .0354 .0000 .0222 27
*ZPRED -1.1477 2.3915 .0000 1.0000 27
*ZRESID -1.8300 1.5631 .0000 .9806 27
Total Cases = 27
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 10
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
Standardized Scatterplot
Across - TRIND Down - TRDEP
Out ++-----+-----+-----+-----+-----+-----++
3 + + Symbols:
| |
| | Max N
2 + +
| . | . 1.0
| . . . . | : 2.0
1 + . .. +
| . |
| . . . |
0 + . . . +
| . . |
| :. . . . |
-1 + . +
| . |
| . |
-2 + . +
| |
| |
-3 + +
Out ++-----+-----+-----+-----+-----+-----++
-3 -2 -1 0 1 2 3 Out
Standardized Scatterplot
Across - TRIND Down - *RESID
Out ++-----+-----+-----+-----+-----+-----++
3 + + Symbols:
| |
| | Max N
2 + +
| . | . 1.0
| . . |
1 + . .. . . +
| . |
| . . |
0 + . . +
| . . . . . |
| .. . . . |
-1 + +
| . . |
| .. |
-2 + +
| |
| |
-3 + +
Out ++-----+-----+-----+-----+-----+-----++
-3 -2 -1 0 1 2 3 Out
11 Jan 98 CHATTERJI & PRICE PAGE 49 - VIOLATION OF HOMOSCEDASTICITY Page 11
19:44:15 sigma.oac.ucla.edu IBM RS/6000 IBM AIX 3.2.
Preceding task required .01 seconds CPU time; .06 seconds elapsed.