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Classical Linear Regression Model: Assumptions and Diagnostic TestsYan ZengVersion , last updated on 10/05/2016AbstractSummary of statistical tests for the Classical Linear Regression Model (CLRM), based on Brooks [1],Greene [5] [6], Pedace [8], and Zeileis [10].Contents1 The Classical Linear Regression Model (CLRM)32 Hypothesis testing : The t-test and The F-test43 Violation of Assumptions : Detection of multicollinearity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Consequence of ignoring near multicollinearity. . . . . . . . . . . . . . . . . . . . . . . . . . Dealing with multicollinearity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .64 Violation of Assumptions : Detection of heteroscedasticity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The Goldfeld-Quandt test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The White s general test.

Oct 05, 2016 · Assumptions and Diagnostic Tests Yan Zeng Version 1.1, last updated on 10/05/2016 Abstract Summary of statistical tests for the Classical Linear Regression Model (CLRM), based on Brooks [1], Greene [5] [6], Pedace [8], and Zeileis [10]. Contents 1 The Classical Linear Regression Model (CLRM) 3 2 Hypothesis Testing: The t-test and The F-test 4

  Testing, Statistical, Assumptions