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| Description |
English: Illustration of non-parametric Goldfeld-Quandt test. Produced using the following R code: set.seed(127)
err<-NULL
x<-seq(1,200,1)
y<-3.8*x+25+err
for(i in c(1:200)) {
err[i]<-rnorm(1,0,i)
}
y<-3.8*x+25+err;
errno<-NULL
for(i in c(1:200)) {
errno[i]<-rnorm(1,0,15)
};
yn<-3.8*x+25+errno;
naivelm<-lm(y~x)
sqresid<-naivelm$residuals^2
loc<-numeric()
for (i in c(2:200)) {
if (sqresid[i] > max(sqresid[1:i-1]))
loc[i]<-i
}
sqrno<-lm(yn~x)$residuals^2
locx<-numeric()
for (i in c(2:200)) {
if (sqrno[i] > max(sqrno[1:i-1]))
locx[i]<-i
}
#Non para plot
par(mfrow=c(2,1))
plot(x,sqresid/sd(sqresid),type="l",col="blue",ylab="Studentized Residuals",main="Peaks in Goldfeld-Quandt Non-parametric test",sub="Heteroskedastic Errors")
points(loc[!is.na(loc)],sqresid[loc[!is.na(loc)]]/sd(sqresid),pch=20,col="blue")
plot(x,sqrno/sd(sqrno),type="l",col="green",ylab="Studentized Residuals",sub="Homoskedastic Errors")
points(locx[!is.na(locx)],sqrno[locx[!is.na(locx)]]/sd(sqrno),pch=20,col="green")
|
| Date | (UTC) |
| Source | Own work (Original text: I (Protonk (talk)) created this work entirely by myself.) |
| Author | Protonk (talk) |
Licensing
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Attribution: Protonk at English Wikipedia
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Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License. |
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Transferred from en.wikipedia to Commons by Fredlyfish4 using CommonsHelper.
The original description page was here. All following user names refer to en.wikipedia.
- 2010-07-25 18:53 Protonk 630×630× (94467 bytes) {{Information |Description = Illustration of non-parametric Goldfeld-Quandt test. |Source = I (~~~) created this work entirely by myself. |Date = ~~~~~ |Author = ~~~ |other_versions = }}
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 01:15, 30 June 2012 | | 630 × 630 (92 KB) | File Upload Bot (Magnus Manske) | Transfered from en.wikipedia by User:Fredlyfish4 using CommonsHelper |
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